+925.9%
FICO vs SHAK
+61.5%
+864.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +0.9% | +8.2% | -7.3% | -0.9% |
| 30D | +9.4% | +13.5% | -4.0% | +6.4% |
| 3M | -30.4% | +6.2% | -36.6% | -31.6% |
| 6M | -35.1% | +8.2% | -43.3% | -36.9% |
| YTD | -56.8% | -6.5% | -50.3% | -57.6% |
| 1Y | -58.4% | -19.2% | -39.2% | -58.0% |
| 3Y | -26.7% | +37.9% | -64.6% | -36.8% |
| 5Y | +88.0% | -9.5% | +97.5% | +69.8% |
| 10Y | +545.7% | +106.2% | +439.5% | +354.7% |
| All | +925.9% | +61.5% | +864.4% | +645.1% |
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