+14.4%
FIX vs SHAK
-21.2%
+35.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.8% | -18.9% | -15.4% |
| 7D | -18.9% | +8.3% | -27.2% | -19.7% |
| 30D | -36.3% | +16.7% | -53.0% | -37.4% |
| 3M | -38.5% | +10.0% | -48.5% | -39.2% |
| 6M | -42.3% | -23.8% | -18.5% | -38.5% |
| YTD | +17.1% | -10.3% | +27.4% | +20.6% |
| 1Y | +14.4% | -22.9% | +37.3% | +29.1% |
| All | +14.4% | -21.2% | +35.6% | +29.1% |
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