+1,903.2%
FN vs SHAK
+53.0%
+1,850.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.0% | +8.7% | +11.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | -34.3% | +12.0% | -46.3% | -36.1% |
| 3M | -39.9% | +2.3% | -42.2% | -40.4% |
| 6M | -51.8% | -25.5% | -26.3% | -49.8% |
| YTD | -28.1% | -11.4% | -16.7% | -28.2% |
| 1Y | -29.1% | -21.8% | -7.3% | -27.3% |
| 3Y | +102.4% | +25.8% | +76.6% | +82.3% |
| 5Y | +171.7% | -21.0% | +192.6% | +158.3% |
| 10Y | +773.5% | +126.4% | +647.1% | +545.1% |
| All | +1,903.2% | +53.0% | +1,850.3% | +1,403.0% |
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