+6,182.4%
FIX vs SHAK
+81.5%
+6,100.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +0.7% | -11.0% | +11.6% | +3.8% |
| 30D | -5.7% | -14.0% | +8.3% | -1.9% |
| 3M | -7.4% | +13.3% | -20.7% | -11.6% |
| 6M | +15.1% | -35.3% | +50.4% | +25.5% |
| YTD | +70.7% | -24.0% | +94.7% | +77.1% |
| 1Y | +111.9% | -36.7% | +148.7% | +130.2% |
| 3Y | +759.5% | -5.4% | +764.9% | +711.9% |
| 5Y | +2,164.4% | -24.9% | +2,189.3% | +2,047.5% |
| All | +6,182.4% | +81.5% | +6,100.9% | +3,877.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling