+1,046.7%
FIX vs SHAK
-7.9%
+1,054.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.3% | +2.1% | +7.5% |
| 7D | -7.2% | +6.5% | -13.7% | -8.8% |
| 30D | -35.1% | +15.3% | -50.4% | -37.6% |
| 3M | -34.3% | +8.5% | -42.7% | -36.0% |
| 6M | -42.9% | +10.0% | -52.9% | -45.4% |
| YTD | +19.5% | -5.0% | +24.4% | +16.5% |
| 1Y | +16.8% | -15.3% | +32.1% | +17.6% |
| 3Y | +506.7% | +40.7% | +466.0% | +421.1% |
| 5Y | +1,046.7% | -7.9% | +1,054.6% | +941.6% |
| All | +1,046.7% | -7.9% | +1,054.6% | +941.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling