+181.3%
FDX vs SHAK
+59.7%
+121.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -2.1% | +3.0% | -5.1% | -2.6% |
| 30D | +10.4% | +8.2% | +2.2% | +8.6% |
| 3M | +0.5% | +4.6% | -4.1% | -0.8% |
| 6M | +6.5% | +16.3% | -9.9% | +2.3% |
| YTD | +40.2% | -7.6% | +47.8% | +38.5% |
| 1Y | +52.1% | -18.7% | +70.8% | +53.7% |
| 3Y | +72.8% | +36.4% | +36.5% | +52.2% |
| 5Y | +76.3% | -10.5% | +86.8% | +61.8% |
| 10Y | +155.7% | +99.0% | +56.8% | +89.3% |
| All | +181.3% | +59.7% | +121.7% | +110.8% |
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