+34.6%
FLUT vs SHAK
+43.4%
-8.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | +6.3% | -5.2% | +11.5% | +7.0% |
| 3M | -4.0% | +27.3% | -31.3% | -7.2% |
| 6M | -10.3% | -27.9% | +17.6% | -7.8% |
| YTD | -53.2% | -17.0% | -36.2% | -52.7% |
| 1Y | -65.0% | -30.9% | -34.1% | -64.0% |
| 3Y | -43.9% | +3.4% | -47.3% | -45.2% |
| 5Y | -49.2% | -20.5% | -28.8% | -50.8% |
| 10Y | -9.2% | +88.3% | -97.4% | -12.7% |
| All | +34.6% | +43.4% | -8.8% | +29.7% |
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