+87.6%
BB vs SHAK
-21.2%
+108.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.8% | +3.1% | +6.9% |
| 7D | -6.8% | +8.3% | -15.1% | -7.0% |
| 30D | -3.5% | +16.7% | -20.2% | -4.2% |
| 3M | -1.2% | +10.0% | -11.2% | -2.2% |
| 6M | +57.0% | -23.8% | +80.8% | +59.7% |
| YTD | +131.1% | -10.3% | +141.4% | +127.0% |
| 1Y | +87.6% | -22.9% | +110.5% | +95.4% |
| All | +87.6% | -21.2% | +108.8% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling