-25.4%
FN vs SHAK
-18.1%
-7.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.1% | -4.5% |
| 7D | -4.1% | +8.2% | -12.3% | -4.9% |
| 30D | -28.3% | +13.5% | -41.8% | -29.5% |
| 3M | -33.9% | +6.2% | -40.1% | -34.4% |
| 6M | -43.9% | +8.2% | -52.1% | -43.7% |
| YTD | -23.4% | -6.5% | -17.0% | -18.5% |
| 1Y | -25.4% | -19.2% | -6.2% | -15.4% |
| All | -25.4% | -18.1% | -7.3% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling