+50.4%
FERG vs SHAK
-2.6%
+53.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.1% |
| 7D | -2.6% | -8.3% | +5.7% | -1.0% |
| 30D | -8.9% | -12.6% | +3.7% | -6.6% |
| 3M | -2.0% | +9.1% | -11.2% | -4.1% |
| 6M | -3.2% | -31.2% | +28.1% | +2.1% |
| YTD | +1.5% | -21.6% | +23.1% | +4.0% |
| 1Y | +0.5% | -38.8% | +39.3% | +8.0% |
| 3Y | +50.4% | +0.6% | +49.8% | +43.0% |
| All | +50.4% | -2.6% | +53.1% | +43.0% |
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