+0.9%
BB vs SHAK
+87.2%
-86.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +0.6% |
| 7D | -0.4% | -8.3% | +7.9% | +2.5% |
| 30D | -12.5% | -12.6% | +0.1% | -8.7% |
| 3M | -17.4% | +9.1% | -26.6% | -21.2% |
| 6M | +119.1% | -31.2% | +150.4% | +136.9% |
| YTD | +102.4% | -21.6% | +124.0% | +106.8% |
| 1Y | +98.2% | -38.8% | +137.0% | +120.8% |
| 3Y | +46.9% | +0.6% | +46.3% | +23.7% |
| 5Y | -26.4% | -22.5% | -3.9% | -35.2% |
| All | +0.9% | +87.2% | -86.3% | -30.6% |
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