+6.9%
FPS vs SHAK
-34.2%
+41.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -2.6% |
| 7D | +5.3% | -7.2% | +12.5% | +7.2% |
| 30D | -17.6% | -11.8% | -5.8% | -15.1% |
| 3M | -45.8% | +17.2% | -62.9% | -48.3% |
| 6M | -10.1% | -34.1% | +24.0% | +3.0% |
| All | +6.9% | -34.2% | +41.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling