+90.1%
FOXA vs SHAK
+16.5%
+73.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.1% | +2.4% |
| 7D | -3.7% | -11.0% | +7.2% | -1.7% |
| 30D | +5.4% | -14.0% | +19.4% | +8.2% |
| 3M | -3.7% | +13.3% | -17.0% | -6.4% |
| 6M | +12.6% | -35.3% | +47.9% | +19.1% |
| YTD | -10.0% | -24.0% | +14.0% | -8.0% |
| 1Y | +15.0% | -36.7% | +51.7% | +21.5% |
| 3Y | +115.1% | -5.4% | +120.5% | +98.9% |
| 5Y | +93.0% | -24.9% | +117.9% | +78.3% |
| All | +90.1% | +16.5% | +73.6% | +25.1% |
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 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