+53.0%
FDX vs SHAK
-20.2%
+73.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +1.1% |
| 7D | +5.2% | +4.3% | +0.9% | +4.6% |
| 30D | +11.3% | +9.0% | +2.3% | +10.1% |
| 3M | -4.1% | +1.8% | -5.9% | -4.5% |
| 6M | +9.6% | +17.3% | -7.7% | +6.9% |
| YTD | +40.9% | -7.6% | +48.5% | +39.3% |
| 1Y | +53.0% | -16.9% | +69.9% | +52.7% |
| All | +53.0% | -20.2% | +73.2% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling