+47.7%
FND vs SHAK
+84.4%
-36.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.1% |
| 7D | -5.8% | -8.3% | +2.5% | -3.0% |
| 30D | -20.2% | -12.6% | -7.6% | -16.6% |
| 3M | -12.0% | +9.1% | -21.1% | -14.9% |
| 6M | -18.5% | -31.2% | +12.7% | -10.6% |
| YTD | -22.3% | -21.6% | -0.7% | -18.9% |
| 1Y | -47.6% | -38.8% | -8.9% | -40.8% |
| 3Y | -49.8% | +0.6% | -50.4% | -55.7% |
| 5Y | -63.0% | -22.5% | -40.4% | -66.5% |
| All | +47.7% | +84.4% | -36.7% | -9.6% |
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