+1,206.8%
FLEX vs SHAK
+47.7%
+1,159.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -10.1% | -6.6% | -3.5% | -8.7% |
| 3M | -31.3% | +30.1% | -61.4% | -36.5% |
| 6M | +71.3% | -28.7% | +100.0% | +81.1% |
| YTD | +81.2% | -14.5% | +95.7% | +82.0% |
| 1Y | +98.5% | -31.9% | +130.4% | +110.2% |
| 3Y | +428.2% | -1.0% | +429.2% | +389.8% |
| 5Y | +657.3% | -18.7% | +676.0% | +602.2% |
| 10Y | +995.9% | +98.1% | +897.8% | +685.6% |
| All | +1,206.8% | +47.7% | +1,159.2% | +846.3% |
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