-40.6%
FIS vs SHAK
+87.2%
-127.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -7.9% | -8.3% | +0.4% | -6.3% |
| 30D | -8.0% | -12.6% | +4.7% | -5.5% |
| 3M | +0.6% | +9.1% | -8.5% | -1.7% |
| 6M | -22.2% | -31.2% | +9.0% | -18.2% |
| YTD | -40.8% | -21.6% | -19.2% | -39.6% |
| 1Y | -41.5% | -38.8% | -2.7% | -37.4% |
| 3Y | -25.5% | +0.6% | -26.1% | -32.7% |
| 5Y | -64.8% | -22.5% | -42.2% | -67.7% |
| All | -40.6% | +87.2% | -127.8% | -57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling