+923.3%
FICO vs SHAK
+59.7%
+863.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +4.0% | +3.0% | +0.9% | +3.2% |
| 30D | -1.5% | +8.2% | -9.7% | -3.3% |
| 3M | -29.8% | +4.6% | -34.4% | -30.8% |
| 6M | -33.3% | +16.3% | -49.6% | -36.0% |
| YTD | -56.9% | -7.6% | -49.3% | -57.6% |
| 1Y | -59.5% | -18.7% | -40.7% | -59.1% |
| 3Y | -26.9% | +36.4% | -63.2% | -36.8% |
| 5Y | +92.9% | -10.5% | +103.4% | +74.7% |
| 10Y | +539.5% | +99.0% | +440.5% | +352.3% |
| All | +923.3% | +59.7% | +863.7% | +645.0% |
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