+204.7%
FTI vs SHAK
+34.1%
+170.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +1.2% |
| 7D | -2.3% | -7.2% | +4.9% | -0.5% |
| 30D | +5.0% | -11.8% | +16.8% | +8.3% |
| 3M | +13.8% | +17.2% | -3.3% | +7.9% |
| 6M | +22.9% | -34.1% | +57.0% | +32.5% |
| YTD | +75.0% | -22.4% | +97.4% | +79.5% |
| 1Y | +96.9% | -35.9% | +132.8% | +111.1% |
| 3Y | +276.7% | -3.4% | +280.1% | +240.4% |
| 5Y | +1,157.0% | -25.4% | +1,182.4% | +1,044.6% |
| 10Y | +310.7% | +83.4% | +227.2% | +179.5% |
| All | +204.7% | +34.1% | +170.7% | +123.1% |
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