+184.6%
FFIV vs SHAK
+54.6%
+129.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 6M | -10.5% | +10.1% | -20.6% | -13.2% |
| YTD | +24.4% | -10.5% | +34.9% | +23.1% |
| 1Y | +32.3% | -22.4% | +54.7% | +33.9% |
| 3Y | +99.7% | +32.1% | +67.6% | +77.3% |
| 5Y | +38.4% | -14.0% | +52.4% | +27.5% |
| 10Y | +125.0% | +92.7% | +32.3% | +68.6% |
| All | +184.6% | +54.6% | +129.9% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling