-75.0%
FRSH vs SHAK
-22.4%
-52.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.9% |
| 7D | -6.6% | -8.3% | +1.7% | -3.8% |
| 30D | +2.1% | -12.6% | +14.7% | +6.8% |
| 3M | +29.0% | +9.1% | +19.8% | +23.5% |
| 6M | +48.6% | -31.2% | +79.9% | +61.4% |
| YTD | -2.9% | -21.6% | +18.6% | -0.8% |
| 1Y | -7.9% | -38.8% | +30.9% | +3.3% |
| 3Y | -46.5% | +0.6% | -47.1% | -58.4% |
| All | -75.0% | -22.4% | -52.6% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling