+137.5%
FROG vs SHAK
-22.8%
+160.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.8% | -2.9% |
| 7D | -0.5% | -8.3% | +7.8% | +2.7% |
| 30D | +1.3% | -12.6% | +14.0% | +6.4% |
| 3M | +11.1% | +9.1% | +2.0% | +5.6% |
| 6M | +108.3% | -31.2% | +139.6% | +127.3% |
| YTD | +39.6% | -21.6% | +61.2% | +41.1% |
| 1Y | +74.7% | -38.8% | +113.5% | +96.9% |
| 3Y | +224.1% | +0.6% | +223.5% | +142.9% |
| All | +137.5% | -22.8% | +160.3% | +90.3% |
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 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