+790.7%
FIX vs SHAK
+1.3%
+789.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +3.2% |
| 7D | +6.1% | -0.3% | +6.4% | +6.1% |
| 30D | -2.7% | -5.2% | +2.6% | -1.3% |
| 3M | -10.9% | +27.3% | -38.2% | -18.1% |
| 6M | +29.0% | -27.9% | +56.9% | +38.4% |
| YTD | +76.9% | -17.0% | +93.8% | +79.5% |
| 1Y | +130.7% | -30.9% | +161.7% | +148.5% |
| 3Y | +790.7% | +3.4% | +787.3% | +706.0% |
| All | +790.7% | +1.3% | +789.4% | +706.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling