+96.3%
FFIV vs SHAK
-27.4%
+123.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | +1.6% | -11.0% | +12.6% | +3.5% |
| 30D | -3.7% | -14.0% | +10.3% | -1.5% |
| 3M | +2.0% | +13.3% | -11.3% | -1.0% |
| 6M | +39.3% | -35.3% | +74.6% | +47.1% |
| YTD | +56.1% | -24.0% | +80.1% | +59.3% |
| 1Y | +22.0% | -36.7% | +58.7% | +28.6% |
| 3Y | +148.2% | -5.4% | +153.6% | +127.7% |
| 5Y | +96.3% | -24.9% | +121.2% | +76.7% |
| All | +96.3% | -27.4% | +123.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling