+2.0%
FISV vs SHAK
+87.2%
-85.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.2% | +2.3% | +4.8% |
| 7D | -2.7% | -8.3% | +5.6% | -1.0% |
| 30D | 0.0% | -12.6% | +12.7% | +2.7% |
| 3M | -2.8% | +9.1% | -11.9% | -4.8% |
| 6M | -11.8% | -31.2% | +19.4% | -7.2% |
| YTD | -23.2% | -21.6% | -1.6% | -21.5% |
| 1Y | -62.0% | -38.8% | -23.2% | -59.2% |
| 3Y | -57.6% | +0.6% | -58.2% | -60.9% |
| 5Y | -53.4% | -22.5% | -30.9% | -56.7% |
| All | +2.0% | +87.2% | -85.2% | -27.0% |
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