+365.9%
FITB vs SHAK
+43.4%
+322.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | +2.8% | -0.3% | +3.2% | +2.9% |
| 30D | -4.5% | -5.2% | +0.7% | -3.4% |
| 3M | +5.7% | +27.3% | -21.6% | -1.1% |
| 6M | +17.1% | -27.9% | +45.0% | +23.3% |
| YTD | +18.3% | -17.0% | +35.3% | +20.0% |
| 1Y | +23.9% | -30.9% | +54.8% | +30.7% |
| 3Y | +131.1% | +3.4% | +127.7% | +108.8% |
| 5Y | +71.1% | -20.5% | +91.6% | +56.5% |
| 10Y | +283.9% | +88.3% | +195.6% | +170.8% |
| All | +365.9% | +43.4% | +322.5% | +242.9% |
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