-49.8%
FND vs SHAK
-2.6%
-47.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -5.8% | -8.3% | +2.5% | -3.5% |
| 30D | -20.2% | -12.6% | -7.6% | -17.3% |
| 3M | -12.0% | +9.1% | -21.1% | -14.3% |
| 6M | -18.5% | -31.2% | +12.7% | -12.5% |
| YTD | -22.3% | -21.6% | -0.7% | -19.8% |
| 1Y | -47.6% | -38.8% | -8.9% | -42.4% |
| 3Y | -49.8% | +0.6% | -50.4% | -55.1% |
| All | -49.8% | -2.6% | -47.1% | -55.1% |
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