+79.3%
FICO vs SHAK
-7.9%
+87.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +1.0% |
| 7D | -0.1% | +6.5% | -6.5% | -1.7% |
| 30D | +8.4% | +15.3% | -6.9% | +4.7% |
| 3M | -30.5% | +8.5% | -39.0% | -32.2% |
| 6M | -35.7% | +10.0% | -45.7% | -37.9% |
| YTD | -57.2% | -5.0% | -52.2% | -58.4% |
| 1Y | -58.4% | -15.3% | -43.1% | -58.5% |
| 3Y | -24.8% | +40.7% | -65.5% | -39.6% |
| 5Y | +79.3% | -7.9% | +87.2% | +49.6% |
| All | +79.3% | -7.9% | +87.2% | +49.6% |
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 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