+37.5%
FFIV vs SHAK
-14.8%
+52.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +1.9% | +4.1% | -2.2% | +1.2% |
| 30D | -33.3% | +2.3% | -35.6% | -33.7% |
| 3M | -24.9% | -0.2% | -24.7% | -25.3% |
| 6M | -10.5% | +10.1% | -20.6% | -13.3% |
| YTD | +24.4% | -10.5% | +34.9% | +22.9% |
| 1Y | +32.3% | -22.4% | +54.7% | +34.4% |
| 3Y | +99.7% | +32.1% | +67.6% | +68.2% |
| All | +37.5% | -14.8% | +52.3% | +20.1% |
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