-21.8%
BAX vs SHAK
+43.4%
-65.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -9.7% | -5.2% | -4.5% | -9.1% |
| 3M | +29.3% | +27.3% | +2.0% | +25.1% |
| 6M | +40.7% | -27.9% | +68.5% | +44.5% |
| YTD | +30.3% | -17.0% | +47.2% | +31.6% |
| 1Y | +3.4% | -30.9% | +34.3% | +6.6% |
| 3Y | -32.0% | +3.4% | -35.4% | -33.5% |
| 5Y | -66.9% | -20.5% | -46.4% | -67.6% |
| 10Y | -37.1% | +88.3% | -125.3% | -46.7% |
| All | -21.8% | +43.4% | -65.2% | -33.3% |
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