+117.8%
FFIV vs SHAK
+97.6%
+20.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.8% | -3.2% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | -32.4% | +9.0% | -41.4% | -33.6% |
| 3M | -25.7% | +1.8% | -27.5% | -26.4% |
| 6M | -13.5% | +17.3% | -30.8% | -17.2% |
| YTD | +21.1% | -7.6% | +28.7% | +19.0% |
| 1Y | +29.4% | -16.9% | +46.3% | +29.6% |
| 3Y | +94.9% | +35.1% | +59.8% | +69.4% |
| 5Y | +34.7% | -11.3% | +46.0% | +21.8% |
| All | +117.8% | +97.6% | +20.2% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling