-10.4%
FSLY vs SHAK
+11.0%
-21.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +5.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | -6.4% | -5.2% | -1.2% | -4.4% |
| 3M | +10.9% | +27.3% | -16.4% | -0.5% |
| 6M | +6.7% | -27.9% | +34.6% | +23.6% |
| YTD | +111.1% | -17.0% | +128.1% | +123.7% |
| 1Y | +185.8% | -30.9% | +216.7% | +224.7% |
| 3Y | -6.6% | +3.4% | -9.9% | -24.3% |
| 5Y | -52.4% | -20.5% | -31.9% | -58.5% |
| All | -10.4% | +11.0% | -21.4% | -55.6% |
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