-84.3%
FRMI vs SHAK
-25.5%
-58.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.4% |
| 7D | +2.4% | -0.7% | +3.1% | +2.4% |
| 30D | -17.3% | -6.6% | -10.7% | -17.5% |
| 3M | -17.2% | +30.1% | -47.2% | -16.1% |
| 6M | -43.4% | -28.7% | -14.6% | -43.6% |
| YTD | -36.0% | -14.5% | -21.5% | -30.9% |
| All | -84.3% | -25.5% | -58.8% | -82.4% |
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