+43.5%
FIVE vs SHAK
+38.6%
+4.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +7.3% | +8.2% | -0.9% | +4.4% |
| 30D | +18.1% | +13.5% | +4.6% | +12.7% |
| 3M | +7.7% | +6.2% | +1.5% | +4.9% |
| 6M | +13.6% | +8.2% | +5.4% | +8.6% |
| YTD | +34.6% | -6.5% | +41.1% | +31.3% |
| 1Y | +66.2% | -19.2% | +85.4% | +71.4% |
| 3Y | +43.5% | +37.9% | +5.5% | +19.7% |
| All | +43.5% | +38.6% | +4.9% | +19.7% |
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