+72.9%
FIVE vs SHAK
-35.2%
+108.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.5% | +3.8% | -1.0% |
| 7D | +1.7% | -7.2% | +8.9% | +3.7% |
| 30D | +5.0% | -11.8% | +16.8% | +8.6% |
| 3M | +29.5% | +17.2% | +12.3% | +22.8% |
| 6M | +12.4% | -34.1% | +46.6% | +23.0% |
| YTD | +31.2% | -22.4% | +53.6% | +35.0% |
| 1Y | +72.9% | -35.9% | +108.8% | +86.0% |
| All | +72.9% | -35.2% | +108.1% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling