+794.1%
FN vs SHAK
+111.2%
+682.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.1% | -4.4% |
| 7D | -4.1% | +8.2% | -12.3% | -5.7% |
| 30D | -28.3% | +13.5% | -41.8% | -30.6% |
| 3M | -33.9% | +6.2% | -40.1% | -35.0% |
| 6M | -43.9% | +8.2% | -52.1% | -46.1% |
| YTD | -23.4% | -6.5% | -17.0% | -24.5% |
| 1Y | -25.4% | -19.2% | -6.2% | -23.8% |
| 3Y | +107.9% | +37.9% | +70.0% | +79.3% |
| 5Y | +195.1% | -9.5% | +204.5% | +169.0% |
| 10Y | +794.1% | +106.2% | +687.9% | +487.5% |
| All | +794.1% | +111.2% | +682.9% | +487.5% |
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