+249.8%
FFIV vs SHAK
+47.7%
+202.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -5.1% | -6.6% | +1.6% | -4.1% |
| 3M | -4.5% | +30.1% | -34.5% | -9.0% |
| 6M | +36.5% | -28.7% | +65.2% | +41.4% |
| YTD | +53.0% | -14.5% | +67.5% | +53.3% |
| 1Y | +24.2% | -31.9% | +56.1% | +29.1% |
| 3Y | +137.2% | -1.0% | +138.2% | +122.3% |
| 5Y | +91.8% | -18.7% | +110.5% | +78.4% |
| 10Y | +215.2% | +98.1% | +117.1% | +137.2% |
| All | +249.8% | +47.7% | +202.2% | +160.6% |
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