+464.3%
FLEX vs SHAK
-3.6%
+467.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | 0.0% |
| 7D | +6.4% | -7.2% | +13.6% | +8.0% |
| 30D | -5.9% | -11.8% | +5.9% | -3.4% |
| 3M | -23.5% | +17.2% | -40.6% | -27.3% |
| 6M | +83.7% | -34.1% | +117.9% | +98.9% |
| YTD | +86.5% | -22.4% | +108.9% | +91.7% |
| 1Y | +100.5% | -35.9% | +136.4% | +116.9% |
| All | +464.3% | -3.6% | +467.9% | +459.6% |
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 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