+22.6%
BAC vs SHAK
-12.1%
+34.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | +3.2% | +4.3% | -1.1% | +2.4% |
| 30D | -0.7% | +9.0% | -9.8% | -2.4% |
| 3M | -20.0% | +1.8% | -21.8% | -20.6% |
| 6M | +3.4% | +17.3% | -13.9% | -0.9% |
| YTD | -5.7% | -7.6% | +1.9% | -6.9% |
| 1Y | -1.4% | -16.9% | +15.5% | -0.7% |
| 3Y | +97.9% | +35.1% | +62.9% | +72.3% |
| All | +22.6% | -12.1% | +34.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling