-16.9%
SHAK vs FGI
+17.8%
-34.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -25.2% | +28.3% | +3.4% |
| 7D | +4.3% | -14.4% | +18.7% | +4.4% |
| 30D | +9.0% | -11.8% | +20.8% | +9.0% |
| 3M | +1.8% | -46.2% | +48.1% | +2.5% |
| 6M | +17.3% | +5.2% | +12.1% | +15.2% |
| YTD | -7.6% | +10.5% | -18.2% | -7.9% |
| 1Y | -16.9% | +25.5% | -42.4% | -14.5% |
| All | -16.9% | +17.8% | -34.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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