+14.0%
FLR vs SHAK
+34.1%
-20.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.4% | -1.3% |
| 7D | -3.1% | -7.2% | +4.1% | -1.1% |
| 30D | +4.9% | -11.8% | +16.8% | +8.5% |
| 3M | +10.8% | +17.2% | -6.4% | +4.6% |
| 6M | +19.7% | -34.1% | +53.8% | +30.4% |
| YTD | +38.4% | -22.4% | +60.7% | +42.9% |
| 1Y | +34.7% | -35.9% | +70.6% | +46.4% |
| 3Y | +56.7% | -3.4% | +60.0% | +45.2% |
| 5Y | +241.6% | -25.4% | +267.0% | +222.0% |
| 10Y | +20.2% | +83.4% | -63.2% | -13.2% |
| All | +14.0% | +34.1% | -20.0% | -19.2% |
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