+98.5%
FLEX vs SHAK
-34.0%
+132.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -10.1% | -6.6% | -3.5% | -9.7% |
| 3M | -31.3% | +30.1% | -61.4% | -33.5% |
| 6M | +71.3% | -28.7% | +100.0% | +80.9% |
| YTD | +81.2% | -14.5% | +95.7% | +87.6% |
| 1Y | +98.5% | -31.9% | +130.4% | +111.7% |
| All | +98.5% | -34.0% | +132.5% | +111.7% |
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