+48.5%
FND vs SHAK
+82.6%
-34.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +1.5% |
| 7D | -0.8% | -7.2% | +6.4% | +1.7% |
| 30D | -19.6% | -11.8% | -7.8% | -16.2% |
| 3M | -4.3% | +17.2% | -21.5% | -9.6% |
| 6M | -20.4% | -34.1% | +13.7% | -11.5% |
| YTD | -21.9% | -22.4% | +0.5% | -18.2% |
| 1Y | -45.2% | -35.9% | -9.3% | -39.0% |
| 3Y | -49.2% | -3.4% | -45.9% | -54.6% |
| 5Y | -61.8% | -25.4% | -36.4% | -65.0% |
| All | +48.5% | +82.6% | -34.1% | -8.9% |
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