+148.0%
FFIV vs SHAK
-5.6%
+153.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.3% |
| 7D | +1.6% | -11.0% | +12.6% | +2.9% |
| 30D | -3.7% | -14.0% | +10.3% | -2.1% |
| 3M | +2.0% | +13.3% | -11.3% | -0.3% |
| 6M | +39.3% | -35.3% | +74.6% | +45.3% |
| YTD | +56.1% | -24.0% | +80.1% | +58.5% |
| 1Y | +22.0% | -36.7% | +58.7% | +27.2% |
| All | +148.0% | -5.6% | +153.7% | +133.9% |
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 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