+123.6%
SFM vs SHAK
+47.7%
+75.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.9% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -4.4% | -6.6% | +2.3% | -3.8% |
| 3M | +1.5% | +30.1% | -28.5% | -1.2% |
| 6M | +6.5% | -28.7% | +35.2% | +8.6% |
| YTD | +2.2% | -14.5% | +16.7% | +2.1% |
| 1Y | -41.9% | -31.9% | -10.0% | -40.7% |
| 3Y | +106.8% | -1.0% | +107.7% | +102.0% |
| 5Y | +231.6% | -18.7% | +250.3% | +221.2% |
| 10Y | +258.4% | +98.1% | +160.3% | +209.5% |
| All | +123.6% | +47.7% | +75.9% | +104.6% |
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