+53.9%
FLR vs SHAK
-2.6%
+56.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.4% |
| 7D | -3.5% | -8.3% | +4.8% | -1.4% |
| 30D | +4.2% | -12.6% | +16.8% | +7.7% |
| 3M | +8.1% | +9.1% | -1.0% | +4.4% |
| 6M | +21.5% | -31.2% | +52.8% | +31.5% |
| YTD | +36.8% | -21.6% | +58.3% | +41.0% |
| 1Y | +31.2% | -38.8% | +70.0% | +46.0% |
| 3Y | +53.9% | +0.6% | +53.3% | +40.9% |
| All | +53.9% | -2.6% | +56.5% | +40.9% |
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