-64.8%
FIS vs SHAK
-27.4%
-37.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -8.9% | -11.0% | +2.1% | -6.8% |
| 30D | -9.9% | -14.0% | +4.1% | -7.3% |
| 3M | 0.0% | +13.3% | -13.3% | -3.0% |
| 6M | -22.9% | -35.3% | +12.4% | -18.1% |
| YTD | -40.9% | -24.0% | -16.9% | -39.5% |
| 1Y | -40.4% | -36.7% | -3.7% | -36.9% |
| 3Y | -25.4% | -5.4% | -20.0% | -33.6% |
| 5Y | -64.8% | -24.9% | -39.9% | -69.5% |
| All | -64.8% | -27.4% | -37.4% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling