+641.8%
FIVE vs SHAK
+54.6%
+587.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.5% |
| 7D | +2.4% | +4.1% | -1.7% | +1.2% |
| 30D | +15.8% | +2.3% | +13.6% | +15.0% |
| 3M | +3.8% | -0.2% | +4.0% | +3.5% |
| 6M | +18.5% | +10.1% | +8.5% | +13.4% |
| YTD | +31.2% | -10.5% | +41.7% | +30.9% |
| 1Y | +61.8% | -22.4% | +84.2% | +68.3% |
| 3Y | +39.9% | +32.1% | +7.8% | +21.1% |
| 5Y | +18.3% | -14.0% | +32.3% | +10.4% |
| 10Y | +510.0% | +92.7% | +417.2% | +334.3% |
| All | +641.8% | +54.6% | +587.1% | +409.0% |
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 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