-48.4%
FSLY vs SHAK
-27.4%
-21.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.9% |
| 7D | +7.5% | -11.0% | +18.5% | +12.5% |
| 30D | -21.1% | -14.0% | -7.1% | -16.2% |
| 3M | +21.8% | +13.3% | +8.5% | +14.2% |
| 6M | -0.1% | -35.3% | +35.2% | +21.6% |
| YTD | +123.1% | -24.0% | +147.1% | +145.2% |
| 1Y | +208.6% | -36.7% | +245.3% | +265.4% |
| 3Y | -1.3% | -5.4% | +4.1% | -23.8% |
| 5Y | -48.4% | -24.9% | -23.5% | -59.4% |
| All | -48.4% | -27.4% | -21.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling