+93.1%
FOXA vs SHAK
-22.8%
+115.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.7% |
| 7D | +0.8% | -8.3% | +9.1% | +2.0% |
| 30D | +5.0% | -12.6% | +17.7% | +7.0% |
| 3M | -3.0% | +9.1% | -12.1% | -4.6% |
| 6M | +14.8% | -31.2% | +46.0% | +18.9% |
| YTD | -8.9% | -21.6% | +12.7% | -7.8% |
| 1Y | +13.3% | -38.8% | +52.1% | +19.1% |
| 3Y | +115.4% | +0.6% | +114.8% | +100.7% |
| All | +93.1% | -22.8% | +115.9% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling