-32.1%
FDS vs SHAK
-3.6%
-28.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.9% |
| 7D | -8.8% | -7.2% | -1.6% | -8.2% |
| 30D | -1.4% | -11.8% | +10.4% | -0.4% |
| 3M | +13.9% | +17.2% | -3.3% | +12.6% |
| 6M | +27.4% | -34.1% | +61.5% | +29.5% |
| YTD | -2.5% | -22.4% | +19.9% | -2.6% |
| 1Y | -23.8% | -35.9% | +12.1% | -22.5% |
| All | -32.1% | -3.6% | -28.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling