-29.1%
FIS vs SHAK
+14.6%
-43.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.2% | +1.0% | +3.8% |
| 7D | +2.8% | +4.3% | -1.5% | +2.3% |
| 30D | -16.7% | +9.0% | -25.7% | -17.8% |
| 3M | -32.3% | +1.8% | -34.1% | -32.4% |
| 6M | -29.1% | +17.3% | -46.4% | -32.2% |
| All | -29.1% | +14.6% | -43.7% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling