+429.8%
BAC vs SHAK
+47.7%
+382.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | -0.4% | -6.6% | +6.2% | +0.9% |
| 3M | +16.9% | +30.1% | -13.2% | +9.9% |
| 6M | +26.6% | -28.7% | +55.4% | +32.8% |
| YTD | +15.8% | -14.5% | +30.3% | +16.4% |
| 1Y | +27.2% | -31.9% | +59.0% | +33.6% |
| 3Y | +132.4% | -1.0% | +133.4% | +115.7% |
| 5Y | +72.6% | -18.7% | +91.3% | +59.1% |
| 10Y | +389.7% | +98.1% | +291.6% | +245.3% |
| All | +429.8% | +47.7% | +382.1% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling