-51.7%
FIG vs SHAK
-21.2%
-30.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.9% |
| 7D | -4.7% | +8.3% | -13.0% | -5.2% |
| 30D | +0.5% | +16.7% | -16.2% | -0.6% |
| 3M | -18.4% | +10.0% | -28.4% | -18.9% |
| 6M | +10.9% | -23.8% | +34.7% | +6.4% |
| YTD | -40.8% | -10.3% | -30.5% | -43.3% |
| 1Y | -51.7% | -22.9% | -28.8% | -52.3% |
| All | -51.7% | -21.2% | -30.5% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling