-80.3%
FIG vs SHAK
-46.9%
-33.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -5.4% |
| 7D | -16.4% | -0.3% | -16.0% | -16.3% |
| 30D | -2.3% | -5.2% | +2.9% | -1.9% |
| 3M | +7.8% | +27.3% | -19.4% | +6.6% |
| 6M | -21.8% | -27.9% | +6.0% | -23.4% |
| YTD | -39.1% | -17.0% | -22.2% | -42.6% |
| 1Y | -56.6% | -30.9% | -25.7% | -56.5% |
| All | -80.3% | -46.9% | -33.4% | -81.5% |
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 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