-1.3%
FSLY vs SHAK
-2.6%
+1.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.3% |
| 7D | +12.5% | -8.3% | +20.8% | +14.4% |
| 30D | -18.8% | -12.6% | -6.2% | -16.5% |
| 3M | +22.7% | +9.1% | +13.5% | +20.2% |
| 6M | -3.7% | -31.2% | +27.5% | +6.6% |
| YTD | +127.5% | -21.6% | +149.1% | +142.0% |
| 1Y | +193.5% | -38.8% | +232.3% | +228.1% |
| 3Y | -1.3% | +0.6% | -1.9% | +2.0% |
| All | -1.3% | -2.6% | +1.3% | +2.0% |
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 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