+177.2%
FDX vs SHAK
+87.2%
+90.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | -3.3% | -8.3% | +5.0% | -1.5% |
| 30D | -4.5% | -12.6% | +8.1% | -1.8% |
| 3M | -7.3% | +9.1% | -16.5% | -9.8% |
| 6M | +7.5% | -31.2% | +38.8% | +13.8% |
| YTD | +35.1% | -21.6% | +56.7% | +38.3% |
| 1Y | +71.4% | -38.8% | +110.2% | +84.6% |
| 3Y | +60.8% | +0.6% | +60.2% | +47.5% |
| 5Y | +65.5% | -22.5% | +88.0% | +53.0% |
| All | +177.2% | +87.2% | +90.0% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling