-67.0%
BAX vs SHAK
-27.4%
-39.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -5.4% | -11.0% | +5.5% | -3.7% |
| 30D | -12.4% | -14.0% | +1.6% | -10.3% |
| 3M | +19.1% | +13.3% | +5.8% | +16.3% |
| 6M | +38.6% | -35.3% | +73.9% | +45.8% |
| YTD | +26.7% | -24.0% | +50.7% | +29.9% |
| 1Y | +1.0% | -36.7% | +37.7% | +6.3% |
| 3Y | -33.9% | -5.4% | -28.5% | -33.4% |
| 5Y | -67.0% | -24.9% | -42.1% | -67.7% |
| All | -67.0% | -27.4% | -39.6% | -67.7% |
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