+656.9%
FIVE vs SHAK
+47.7%
+609.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.5% |
| 30D | +12.5% | -6.6% | +19.1% | +14.7% |
| 3M | +31.2% | +30.1% | +1.2% | +20.2% |
| 6M | +14.4% | -28.7% | +43.1% | +23.3% |
| YTD | +33.9% | -14.5% | +48.4% | +36.0% |
| 1Y | +65.1% | -31.9% | +96.9% | +78.9% |
| 3Y | +49.0% | -1.0% | +49.9% | +40.3% |
| 5Y | +30.3% | -18.7% | +49.0% | +23.1% |
| 10Y | +481.1% | +98.1% | +383.0% | +318.2% |
| All | +656.9% | +47.7% | +609.2% | +428.6% |
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