-71.6%
FLNC vs SHAK
-9.2%
-62.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.3% |
| 7D | -4.1% | -8.3% | +4.2% | -0.8% |
| 30D | -24.8% | -12.6% | -12.1% | -20.8% |
| 3M | -59.1% | +9.1% | -68.2% | -61.1% |
| 6M | -42.0% | -31.2% | -10.7% | -39.0% |
| YTD | -49.8% | -21.6% | -28.2% | -51.6% |
| 1Y | +43.1% | -38.8% | +81.9% | +57.9% |
| 3Y | -61.0% | +0.6% | -61.6% | -73.5% |
| All | -71.6% | -9.2% | -62.4% | -80.4% |
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