+62.9%
FDX vs SHAK
-25.9%
+88.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.4% |
| 7D | -2.3% | -7.2% | +4.9% | -1.0% |
| 30D | -4.9% | -11.8% | +6.9% | -2.8% |
| 3M | -6.5% | +17.2% | -23.6% | -9.7% |
| 6M | +6.7% | -34.1% | +40.8% | +12.9% |
| YTD | +33.9% | -22.4% | +56.2% | +36.9% |
| 1Y | +72.2% | -35.9% | +108.1% | +81.9% |
| 3Y | +60.2% | -3.4% | +63.6% | +50.8% |
| 5Y | +62.9% | -25.4% | +88.4% | +53.2% |
| All | +62.9% | -25.9% | +88.8% | +53.2% |
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