+89.8%
FE vs SHAK
+61.5%
+28.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -0.5% | +8.2% | -8.7% | -1.1% |
| 30D | +4.3% | +13.5% | -9.1% | +3.4% |
| 3M | +0.4% | +6.2% | -5.8% | -0.2% |
| 6M | +6.9% | +8.2% | -1.3% | +5.9% |
| YTD | +8.0% | -6.5% | +14.5% | +7.2% |
| 1Y | +4.8% | -19.2% | +24.0% | +5.1% |
| 3Y | +49.0% | +37.9% | +11.0% | +39.6% |
| 5Y | +46.2% | -9.5% | +55.7% | +39.0% |
| 10Y | +120.9% | +106.2% | +14.7% | +90.1% |
| All | +89.8% | +61.5% | +28.4% | +62.7% |
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 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