+136.4%
BAC vs SHAK
-3.6%
+140.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +1.5% |
| 7D | +0.6% | -7.2% | +7.8% | +1.8% |
| 30D | -1.4% | -11.8% | +10.4% | +0.6% |
| 3M | +15.7% | +17.2% | -1.4% | +11.8% |
| 6M | +32.2% | -34.1% | +66.3% | +39.9% |
| YTD | +15.8% | -22.4% | +38.1% | +18.3% |
| 1Y | +27.3% | -35.9% | +63.2% | +34.6% |
| All | +136.4% | -3.6% | +140.1% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling