+295.8%
FTI vs SHAK
+87.2%
+208.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.1% |
| 7D | -4.4% | -8.3% | +3.9% | -2.1% |
| 30D | +1.5% | -12.6% | +14.1% | +5.3% |
| 3M | +8.2% | +9.1% | -0.9% | +4.1% |
| 6M | +18.8% | -31.2% | +50.1% | +27.5% |
| YTD | +71.7% | -21.6% | +93.3% | +75.9% |
| 1Y | +90.0% | -38.8% | +128.8% | +108.6% |
| 3Y | +270.5% | +0.6% | +269.9% | +222.2% |
| 5Y | +1,084.5% | -22.5% | +1,107.1% | +939.1% |
| All | +295.8% | +87.2% | +208.6% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling