-41.5%
FIS vs SHAK
-34.9%
-6.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.1% |
| 7D | -7.9% | -8.3% | +0.4% | -7.2% |
| 30D | -8.0% | -12.6% | +4.7% | -6.9% |
| 3M | +0.6% | +9.1% | -8.5% | -0.4% |
| 6M | -22.2% | -31.2% | +9.0% | -21.9% |
| YTD | -40.8% | -21.6% | -19.2% | -41.3% |
| 1Y | -41.5% | -38.8% | -2.7% | -40.9% |
| All | -41.5% | -34.9% | -6.7% | -40.9% |
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