+614.8%
FLEX vs SHAK
+97.6%
+517.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -4.9% |
| 7D | +7.5% | +4.3% | +3.2% | +6.2% |
| 30D | -25.3% | +9.0% | -34.3% | -27.2% |
| 3M | -39.7% | +1.8% | -41.5% | -40.3% |
| 6M | -47.9% | +17.3% | -65.2% | -51.3% |
| YTD | +24.1% | -7.6% | +31.7% | +21.2% |
| 1Y | +26.0% | -16.9% | +42.9% | +26.6% |
| 3Y | +282.7% | +35.1% | +247.6% | +215.1% |
| 5Y | +424.2% | -11.3% | +435.5% | +364.4% |
| All | +614.8% | +97.6% | +517.2% | +337.2% |
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