+164.3%
FSLY vs SHAK
-21.2%
+185.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.8% |
| 7D | -22.2% | +8.3% | -30.5% | -23.4% |
| 30D | -19.1% | +16.7% | -35.8% | -21.7% |
| 3M | -15.7% | +10.0% | -25.7% | -17.4% |
| 6M | -23.5% | -23.8% | +0.3% | -16.8% |
| YTD | +106.6% | -10.3% | +116.9% | +135.9% |
| 1Y | +164.3% | -22.9% | +187.2% | +175.1% |
| All | +164.3% | -21.2% | +185.5% | +175.1% |
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