+128.8%
FDS vs SHAK
+43.4%
+85.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.9% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | +1.6% | -5.2% | +6.8% | +2.2% |
| 3M | +17.7% | +27.3% | -9.5% | +14.0% |
| 6M | +29.1% | -27.9% | +56.9% | +32.5% |
| YTD | +1.0% | -17.0% | +17.9% | +1.3% |
| 1Y | -21.6% | -30.9% | +9.3% | -19.6% |
| 3Y | -30.1% | +3.4% | -33.5% | -34.4% |
| 5Y | -20.7% | -20.5% | -0.3% | -25.6% |
| 10Y | +78.3% | +88.3% | -10.0% | +38.8% |
| All | +128.8% | +43.4% | +85.4% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling