+74.6%
BA vs SHAK
+77.6%
-3.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | 0.0% |
| 7D | -1.2% | -7.2% | +6.0% | +1.1% |
| 30D | -11.3% | -11.8% | +0.5% | -7.9% |
| 3M | -3.8% | +17.2% | -20.9% | -9.3% |
| 6M | -8.3% | -34.1% | +25.9% | +1.0% |
| YTD | -4.9% | -22.4% | +17.4% | -1.7% |
| 1Y | -10.1% | -35.9% | +25.9% | -1.9% |
| 3Y | -2.3% | -3.4% | +1.1% | -15.7% |
| 5Y | -3.5% | -25.4% | +21.9% | -14.5% |
| 10Y | +74.6% | +83.4% | -8.9% | +3.9% |
| All | +74.6% | +77.6% | -3.1% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling