+182.1%
FSLY vs SHAK
-34.0%
+216.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.5% |
| 7D | -10.6% | -0.7% | -9.9% | -10.5% |
| 30D | -20.9% | -6.6% | -14.3% | -19.5% |
| 3M | +3.4% | +30.1% | -26.6% | -1.5% |
| 6M | +2.7% | -28.7% | +31.5% | +11.7% |
| YTD | +102.3% | -14.5% | +116.8% | +123.7% |
| 1Y | +182.1% | -31.9% | +213.9% | +241.8% |
| All | +182.1% | -34.0% | +216.1% | +241.8% |
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