+122.9%
FIX vs SHAK
-34.0%
+156.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | -7.2% | -6.6% | -0.6% | -6.5% |
| 3M | -15.9% | +30.1% | -45.9% | -19.1% |
| 6M | +12.7% | -28.7% | +41.5% | +19.9% |
| YTD | +72.8% | -14.5% | +87.3% | +78.4% |
| 1Y | +122.9% | -31.9% | +154.8% | +143.3% |
| All | +122.9% | -34.0% | +156.9% | +143.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling