+142.4%
FROG vs SHAK
-27.4%
+169.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | -2.2% | -11.0% | +8.8% | +2.2% |
| 30D | +3.0% | -14.0% | +17.0% | +8.9% |
| 3M | +10.3% | +13.3% | -2.9% | +3.1% |
| 6M | +116.7% | -35.3% | +152.0% | +142.7% |
| YTD | +41.9% | -24.0% | +65.9% | +45.3% |
| 1Y | +78.5% | -36.7% | +115.2% | +97.0% |
| 3Y | +224.1% | -5.4% | +229.5% | +150.6% |
| 5Y | +142.4% | -24.9% | +167.3% | +94.8% |
| All | +142.4% | -27.4% | +169.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling