-28.4%
FDS vs SHAK
-22.8%
-5.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | -14.0% | -8.3% | -5.7% | -13.1% |
| 30D | -6.2% | -12.6% | +6.4% | -4.8% |
| 3M | +10.2% | +9.1% | +1.0% | +9.0% |
| 6M | +27.4% | -31.2% | +58.7% | +30.7% |
| YTD | -9.3% | -21.6% | +12.3% | -8.8% |
| 1Y | -28.6% | -38.8% | +10.1% | -26.1% |
| 3Y | -36.8% | +0.6% | -37.4% | -41.0% |
| All | -28.4% | -22.8% | -5.6% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling