+109.0%
SFM vs SHAK
+43.4%
+65.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -6.2% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -11.4% | -5.2% | -6.1% | -10.9% |
| 3M | -12.2% | +27.3% | -39.5% | -14.3% |
| 6M | -5.2% | -27.9% | +22.7% | -3.4% |
| YTD | -4.5% | -17.0% | +12.5% | -4.2% |
| 1Y | -45.4% | -30.9% | -14.5% | -44.3% |
| 3Y | +91.1% | +3.4% | +87.7% | +86.2% |
| 5Y | +226.8% | -20.5% | +247.3% | +217.4% |
| 10Y | +291.9% | +88.3% | +203.6% | +239.7% |
| All | +109.0% | +43.4% | +65.6% | +91.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling