+61.9%
FDX vs SHAK
+3.1%
+58.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -1.4% | -5.2% | +3.9% | -0.6% |
| 3M | -4.5% | +27.3% | -31.8% | -8.9% |
| 6M | +9.4% | -27.9% | +37.3% | +13.7% |
| YTD | +36.0% | -17.0% | +53.0% | +37.2% |
| 1Y | +75.5% | -30.9% | +106.4% | +82.6% |
| All | +61.9% | +3.1% | +58.8% | +49.5% |
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