+0.7%
FPS vs SHAK
-35.6%
+36.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.3% |
| 7D | -4.6% | -11.0% | +6.4% | -2.0% |
| 30D | -22.6% | -14.0% | -8.6% | -19.8% |
| 3M | -45.1% | +13.3% | -58.4% | -47.2% |
| 6M | -17.8% | -35.3% | +17.5% | -5.5% |
| All | +0.7% | -35.6% | +36.3% | +13.7% |
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