+1,115.5%
FLEX vs SHAK
+87.2%
+1,028.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +6.3% |
| 7D | +5.7% | -8.3% | +14.0% | +8.3% |
| 30D | -7.0% | -12.6% | +5.6% | -3.6% |
| 3M | -23.8% | +9.1% | -32.9% | -26.8% |
| 6M | +82.6% | -31.2% | +113.9% | +96.3% |
| YTD | +91.6% | -21.6% | +113.2% | +96.9% |
| 1Y | +100.6% | -38.8% | +139.3% | +120.8% |
| 3Y | +479.8% | +0.6% | +479.2% | +422.3% |
| 5Y | +746.5% | -22.5% | +769.0% | +677.6% |
| All | +1,115.5% | +87.2% | +1,028.3% | +698.8% |
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