-93.2%
FRMI vs SHAK
-21.2%
-71.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.8% | -14.4% | -10.8% |
| 7D | -39.7% | +8.3% | -48.1% | -40.1% |
| 30D | -55.2% | +16.7% | -71.9% | -55.5% |
| 3M | -71.2% | +10.0% | -81.1% | -71.3% |
| 6M | -64.1% | -23.8% | -40.3% | -63.1% |
| YTD | -77.2% | -10.3% | -67.0% | -75.8% |
| 1Y | -93.2% | -22.9% | -70.3% | -91.3% |
| All | -93.2% | -21.2% | -71.9% | -91.3% |
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