+2,394.8%
FN vs SHAK
+47.7%
+2,347.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -22.0% | -6.6% | -15.4% | -20.8% |
| 3M | -43.0% | +30.1% | -73.1% | -46.7% |
| 6M | -27.7% | -28.7% | +1.0% | -23.5% |
| YTD | -10.5% | -14.5% | +4.0% | -9.5% |
| 1Y | +12.5% | -31.9% | +44.4% | +19.4% |
| 3Y | +153.8% | -1.0% | +154.8% | +141.3% |
| 5Y | +288.0% | -18.7% | +306.7% | +267.5% |
| 10Y | +906.4% | +98.1% | +808.3% | +660.8% |
| All | +2,394.8% | +47.7% | +2,347.1% | +1,795.2% |
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