+101.7%
FICO vs SHAK
-22.1%
+123.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.8% |
| 7D | -15.4% | -0.3% | -15.1% | -15.4% |
| 30D | -10.4% | -5.2% | -5.1% | -9.3% |
| 3M | -22.7% | +27.3% | -50.0% | -27.0% |
| 6M | -36.8% | -27.9% | -8.9% | -33.8% |
| YTD | -44.8% | -17.0% | -27.8% | -44.4% |
| 1Y | -39.3% | -30.9% | -8.4% | -36.2% |
| 3Y | +3.7% | +3.4% | +0.4% | -7.5% |
| 5Y | +101.7% | -20.5% | +122.2% | +73.8% |
| All | +101.7% | -22.1% | +123.8% | +73.8% |
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