+16.8%
FLR vs SHAK
+87.2%
-70.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.2% |
| 7D | -3.5% | -8.3% | +4.8% | -0.8% |
| 30D | +4.2% | -12.6% | +16.8% | +8.6% |
| 3M | +8.1% | +9.1% | -1.0% | +3.5% |
| 6M | +21.5% | -31.2% | +52.8% | +32.1% |
| YTD | +36.8% | -21.6% | +58.3% | +41.2% |
| 1Y | +31.2% | -38.8% | +70.0% | +46.7% |
| 3Y | +53.9% | +0.6% | +53.3% | +37.0% |
| 5Y | +243.0% | -22.5% | +265.6% | +211.7% |
| All | +16.8% | +87.2% | -70.4% | -27.6% |
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 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