+842.4%
FLEX vs SHAK
+59.7%
+782.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.1% |
| 7D | +2.2% | +3.0% | -0.8% | +1.7% |
| 30D | -32.6% | +8.2% | -40.9% | -33.9% |
| 3M | -35.5% | +4.6% | -40.0% | -36.5% |
| 6M | -45.6% | +16.3% | -61.9% | -48.6% |
| YTD | +30.7% | -7.6% | +38.3% | +28.3% |
| 1Y | +28.4% | -18.7% | +47.1% | +29.9% |
| 3Y | +301.7% | +36.4% | +265.3% | +243.2% |
| 5Y | +473.3% | -10.5% | +483.8% | +420.2% |
| 10Y | +651.7% | +99.0% | +552.8% | +430.9% |
| All | +842.4% | +59.7% | +782.7% | +567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling