+3.7%
FICO vs SHAK
+1.3%
+2.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -15.4% | -0.3% | -15.1% | -15.4% |
| 30D | -10.4% | -5.2% | -5.1% | -9.5% |
| 3M | -22.7% | +27.3% | -50.0% | -25.9% |
| 6M | -36.8% | -27.9% | -8.9% | -34.5% |
| YTD | -44.8% | -17.0% | -27.8% | -44.7% |
| 1Y | -39.3% | -30.9% | -8.4% | -36.9% |
| 3Y | +3.7% | +3.4% | +0.4% | +1.2% |
| All | +3.7% | +1.3% | +2.5% | +1.2% |
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