-22.6%
FPS vs SHAK
-24.0%
+1.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.8% | -21.1% | -17.8% |
| 7D | -23.3% | +8.3% | -31.7% | -24.5% |
| 30D | -42.4% | +16.7% | -59.1% | -44.1% |
| 3M | -43.0% | +10.0% | -53.0% | -44.0% |
| 6M | -44.5% | -23.8% | -20.7% | -37.5% |
| All | -22.6% | -24.0% | +1.4% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling