-83.1%
FRMI vs SHAK
-31.6%
-51.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.1% | +2.1% |
| 7D | +7.4% | -8.3% | +15.7% | +7.1% |
| 30D | -27.6% | -12.6% | -15.0% | -27.9% |
| 3M | -20.9% | +9.1% | -30.0% | -20.3% |
| 6M | -36.6% | -31.2% | -5.4% | -36.5% |
| YTD | -31.3% | -21.6% | -9.7% | -26.0% |
| All | -83.1% | -31.6% | -51.4% | -81.1% |
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