-46.5%
FRSH vs SHAK
-2.6%
-43.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -6.6% | -8.3% | +1.7% | -5.0% |
| 30D | +2.1% | -12.6% | +14.7% | +4.8% |
| 3M | +29.0% | +9.1% | +19.8% | +25.8% |
| 6M | +48.6% | -31.2% | +79.9% | +55.8% |
| YTD | -2.9% | -21.6% | +18.6% | -2.0% |
| 1Y | -7.9% | -38.8% | +30.9% | -1.2% |
| 3Y | -46.5% | +0.6% | -47.1% | -54.9% |
| All | -46.5% | -2.6% | -43.9% | -54.9% |
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 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