-39.3%
BAX vs SHAK
+87.2%
-126.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -2.0% |
| 7D | -7.9% | -8.3% | +0.4% | -6.7% |
| 30D | -11.7% | -12.6% | +1.0% | -10.0% |
| 3M | +16.2% | +9.1% | +7.1% | +14.4% |
| 6M | +32.0% | -31.2% | +63.2% | +37.0% |
| YTD | +24.7% | -21.6% | +46.3% | +27.1% |
| 1Y | -2.6% | -38.8% | +36.2% | +2.4% |
| 3Y | -35.0% | +0.6% | -35.6% | -36.3% |
| 5Y | -67.6% | -22.5% | -45.0% | -68.2% |
| All | -39.3% | +87.2% | -126.5% | -51.8% |
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