-22.5%
BB vs SHAK
+43.4%
-65.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.1% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -12.4% | -5.2% | -7.1% | -11.1% |
| 3M | -15.3% | +27.3% | -42.6% | -22.6% |
| 6M | +128.8% | -27.9% | +156.7% | +142.1% |
| YTD | +107.7% | -17.0% | +124.6% | +108.5% |
| 1Y | +103.9% | -30.9% | +134.8% | +116.3% |
| 3Y | +72.6% | +3.4% | +69.2% | +48.8% |
| 5Y | -24.3% | -20.5% | -3.8% | -31.8% |
| 10Y | +3.1% | +88.3% | -85.1% | -26.0% |
| All | -22.5% | +43.4% | -65.9% | -44.6% |
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 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