+3.4%
SHAK vs FGI
-6.2%
+9.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -2.9% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | -5.2% | +65.2% | -70.5% | -6.3% |
| 3M | +27.3% | +30.2% | -2.9% | +26.0% |
| 6M | -27.9% | +87.8% | -115.7% | -28.4% |
| YTD | -17.0% | +32.5% | -49.4% | -17.6% |
| 1Y | -30.9% | +93.6% | -124.5% | -31.4% |
| 3Y | +3.4% | -2.6% | +6.0% | +7.9% |
| All | +3.4% | -6.2% | +9.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling