-55.8%
FIG vs SHAK
-34.0%
-21.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | -0.7% | -15.6% | -16.2% |
| 30D | -14.3% | -6.6% | -7.7% | -13.7% |
| 3M | +7.2% | +30.1% | -22.9% | +5.6% |
| 6M | -18.6% | -28.7% | +10.1% | -19.9% |
| YTD | -35.5% | -14.5% | -21.0% | -39.9% |
| 1Y | -55.8% | -31.9% | -23.9% | -50.5% |
| All | -55.8% | -34.0% | -21.8% | -50.5% |
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