+20.7%
FIVE vs SHAK
-8.2%
+28.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +7.3% | +8.2% | -0.9% | +4.2% |
| 30D | +18.1% | +13.5% | +4.6% | +12.3% |
| 3M | +7.7% | +6.2% | +1.5% | +4.7% |
| 6M | +13.6% | +8.2% | +5.4% | +8.1% |
| YTD | +34.6% | -6.5% | +41.1% | +31.1% |
| 1Y | +66.2% | -19.2% | +85.4% | +71.5% |
| 3Y | +43.5% | +37.9% | +5.5% | +11.9% |
| 5Y | +20.7% | -9.5% | +30.1% | +5.3% |
| All | +20.7% | -8.2% | +28.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling