+37.3%
SHAK vs FIVN
+668.9%
-631.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.8% | -5.8% |
| 7D | -7.2% | -9.6% | +2.4% | -4.9% |
| 30D | -11.8% | -11.9% | +0.1% | -9.3% |
| 3M | +17.2% | +40.1% | -22.9% | +6.3% |
| 6M | -34.1% | +68.3% | -102.5% | -44.3% |
| YTD | -22.4% | +51.5% | -73.8% | -33.2% |
| 1Y | -35.9% | +15.1% | -51.0% | -41.0% |
| 3Y | -3.4% | -55.6% | +52.2% | +7.9% |
| 5Y | -25.4% | -82.4% | +57.0% | -2.7% |
| 10Y | +83.4% | +114.5% | -31.0% | +46.8% |
| All | +37.3% | +668.9% | -631.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling