-27.6%
BB vs SHAK
-27.4%
-0.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | -2.1% | -11.0% | +8.9% | +1.5% |
| 30D | -16.0% | -14.0% | -2.0% | -12.2% |
| 3M | -14.5% | +13.3% | -27.8% | -19.3% |
| 6M | +118.6% | -35.3% | +153.9% | +140.9% |
| YTD | +98.9% | -24.0% | +122.9% | +104.6% |
| 1Y | +99.5% | -36.7% | +136.2% | +118.6% |
| 3Y | +65.4% | -5.4% | +70.7% | +36.0% |
| 5Y | -27.6% | -24.9% | -2.7% | -40.4% |
| All | -27.6% | -27.4% | -0.2% | -40.4% |
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 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