+1,208.9%
FICO vs SHAK
+47.7%
+1,161.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | -0.7% | -18.5% | -19.1% |
| 30D | -14.6% | -6.6% | -8.0% | -13.3% |
| 3M | -20.1% | +30.1% | -50.2% | -24.6% |
| 6M | -36.3% | -28.7% | -7.6% | -33.3% |
| YTD | -44.9% | -14.5% | -30.4% | -44.7% |
| 1Y | -38.6% | -31.9% | -6.7% | -35.4% |
| 3Y | +4.0% | -1.0% | +4.9% | -3.4% |
| 5Y | +99.5% | -18.7% | +118.2% | +83.8% |
| 10Y | +604.7% | +98.1% | +506.6% | +405.5% |
| All | +1,208.9% | +47.7% | +1,161.3% | +872.9% |
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