+368.9%
FERG vs SHAK
+31.3%
+337.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -1.0% | -11.0% | +10.0% | -0.1% |
| 30D | -11.8% | -14.0% | +2.2% | -10.8% |
| 3M | -1.2% | +13.3% | -14.5% | -2.4% |
| 6M | -2.3% | -35.3% | +33.0% | +0.4% |
| YTD | +0.8% | -24.0% | +24.8% | +2.2% |
| 1Y | +0.5% | -36.7% | +37.2% | +3.2% |
| 3Y | +51.4% | -5.4% | +56.7% | +50.9% |
| 5Y | +67.5% | -24.9% | +92.4% | +65.0% |
| 10Y | +348.1% | +79.6% | +268.5% | +333.6% |
| All | +368.9% | +31.3% | +337.6% | +347.4% |
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