+93.9%
FN vs SHAK
+36.4%
+57.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.5% | -8.1% |
| 7D | +0.3% | +4.3% | -4.0% | -0.8% |
| 30D | -16.5% | +9.0% | -25.6% | -18.4% |
| 3M | -42.1% | +1.8% | -43.9% | -42.5% |
| 6M | -52.9% | +17.3% | -70.2% | -55.5% |
| YTD | -28.0% | -7.6% | -20.3% | -28.1% |
| 1Y | -18.5% | -16.9% | -1.6% | -16.2% |
| 3Y | +93.9% | +35.1% | +58.8% | +66.8% |
| All | +93.9% | +36.4% | +57.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling