+284.0%
FITB vs SHAK
+87.2%
+196.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.3% |
| 7D | -0.3% | -8.3% | +8.0% | +2.0% |
| 30D | -5.7% | -12.6% | +7.0% | -2.3% |
| 3M | +3.2% | +9.1% | -6.0% | -0.3% |
| 6M | +23.4% | -31.2% | +54.7% | +32.5% |
| YTD | +18.8% | -21.6% | +40.4% | +22.3% |
| 1Y | +25.0% | -38.8% | +63.8% | +37.5% |
| 3Y | +131.2% | +0.6% | +130.6% | +103.9% |
| 5Y | +70.7% | -22.5% | +93.2% | +52.6% |
| All | +284.0% | +87.2% | +196.8% | +127.8% |
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 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