+121.5%
FIX vs SHAK
-34.9%
+156.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.2% | +3.1% | +5.9% |
| 7D | +5.0% | -8.3% | +13.3% | +6.0% |
| 30D | -2.7% | -12.6% | +9.9% | -1.3% |
| 3M | -8.2% | +9.1% | -17.4% | -9.5% |
| 6M | +20.3% | -31.2% | +51.5% | +27.9% |
| YTD | +81.4% | -21.6% | +103.0% | +89.0% |
| 1Y | +121.5% | -38.8% | +160.3% | +146.4% |
| All | +121.5% | -34.9% | +156.4% | +146.4% |
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