+246.7%
FFIV vs SHAK
+87.2%
+159.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.2% | +2.8% |
| 7D | +5.4% | -8.3% | +13.7% | +7.0% |
| 30D | -2.7% | -12.6% | +10.0% | -0.5% |
| 3M | +4.5% | +9.1% | -4.6% | +2.2% |
| 6M | +42.2% | -31.2% | +73.5% | +48.6% |
| YTD | +61.3% | -21.6% | +82.9% | +63.9% |
| 1Y | +23.0% | -38.8% | +61.8% | +30.7% |
| 3Y | +156.3% | +0.6% | +155.6% | +136.3% |
| 5Y | +102.9% | -22.5% | +125.4% | +87.7% |
| All | +246.7% | +87.2% | +159.5% | +145.9% |
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