+57.3%
FIVE vs SHAK
+1.3%
+56.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.8% |
| 7D | +3.7% | -0.3% | +4.0% | +3.7% |
| 30D | +4.0% | -5.2% | +9.2% | +5.9% |
| 3M | +36.2% | +27.3% | +9.0% | +23.7% |
| 6M | +18.0% | -27.9% | +45.9% | +28.2% |
| YTD | +34.9% | -17.0% | +51.8% | +37.8% |
| 1Y | +67.9% | -30.9% | +98.8% | +83.3% |
| 3Y | +57.3% | +3.4% | +53.9% | +48.0% |
| All | +57.3% | +1.3% | +56.1% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling