+946.0%
FN vs SHAK
+90.0%
+856.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.9% |
| 7D | +3.5% | -0.3% | +3.9% | +3.6% |
| 30D | -26.0% | -5.2% | -20.7% | -24.9% |
| 3M | -33.3% | +27.3% | -60.5% | -37.9% |
| 6M | -14.9% | -27.9% | +12.9% | -9.7% |
| YTD | -8.6% | -17.0% | +8.4% | -6.8% |
| 1Y | +12.3% | -30.9% | +43.2% | +19.6% |
| 3Y | +174.4% | +3.4% | +171.0% | +155.0% |
| 5Y | +296.4% | -20.5% | +316.9% | +272.7% |
| All | +946.0% | +90.0% | +856.0% | +630.9% |
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 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