-35.0%
SFM vs SHAK
-21.2%
-13.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.6% |
| 7D | -12.3% | +8.3% | -20.6% | -12.3% |
| 30D | -16.2% | +16.7% | -32.9% | -16.5% |
| 3M | -36.8% | +10.0% | -46.8% | -36.8% |
| 6M | -32.6% | -23.8% | -8.8% | -34.4% |
| YTD | -31.7% | -10.3% | -21.4% | -33.2% |
| 1Y | -35.0% | -22.9% | -12.1% | -33.5% |
| All | -35.0% | -21.2% | -13.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling