-22.3%
FIS vs SHAK
+43.4%
-65.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -7.8% | -5.2% | -2.6% | -7.0% |
| 3M | +0.8% | +27.3% | -26.4% | -3.8% |
| 6M | -21.9% | -27.9% | +6.0% | -19.0% |
| YTD | -39.5% | -17.0% | -22.5% | -39.0% |
| 1Y | -41.0% | -30.9% | -10.1% | -38.7% |
| 3Y | -23.6% | +3.4% | -27.0% | -29.7% |
| 5Y | -65.6% | -20.5% | -45.1% | -68.0% |
| 10Y | -40.2% | +88.3% | -128.5% | -54.1% |
| All | -22.3% | +43.4% | -65.7% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling