+83.4%
SHAK vs FIVN
+118.5%
-35.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.8% |
| 7D | -8.3% | -7.8% | -0.4% | -6.3% |
| 30D | -12.6% | -1.7% | -10.9% | -12.5% |
| 3M | +9.1% | +47.2% | -38.1% | -2.8% |
| 6M | -31.2% | +82.7% | -114.0% | -43.8% |
| YTD | -21.6% | +52.9% | -74.5% | -33.3% |
| 1Y | -38.8% | +17.5% | -56.3% | -44.2% |
| 3Y | +0.6% | -55.8% | +56.4% | +13.6% |
| 5Y | -22.5% | -82.3% | +59.8% | +2.8% |
| All | +83.4% | +118.5% | -35.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling