-2.2%
FRSH vs SHAK
-34.0%
+31.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.9% | -4.7% |
| 7D | -8.2% | -0.7% | -7.5% | -8.1% |
| 30D | +10.5% | -6.6% | +17.1% | +11.0% |
| 3M | +32.7% | +30.1% | +2.7% | +29.5% |
| 6M | +50.3% | -28.7% | +79.0% | +50.0% |
| YTD | +3.9% | -14.5% | +18.4% | +2.1% |
| 1Y | -2.2% | -31.9% | +29.7% | -0.9% |
| All | -2.2% | -34.0% | +31.9% | -0.9% |
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