-51.1%
FIS vs SHAK
-21.2%
-29.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.8% | -27.5% | -23.9% |
| 7D | -18.4% | +8.3% | -26.8% | -19.0% |
| 30D | -11.4% | +16.7% | -28.1% | -12.6% |
| 3M | -32.0% | +10.0% | -42.0% | -32.6% |
| 6M | -35.6% | -23.8% | -11.8% | -36.0% |
| YTD | -53.8% | -10.3% | -43.5% | -54.6% |
| 1Y | -51.1% | -22.9% | -28.2% | -50.2% |
| All | -51.1% | -21.2% | -29.8% | -50.2% |
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