+296.6%
BBY vs SHAK
+35.4%
+261.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +2.4% |
| 7D | +0.6% | -8.3% | +8.9% | +2.4% |
| 30D | +9.4% | -12.6% | +22.0% | +12.5% |
| 3M | +19.3% | +9.1% | +10.2% | +16.4% |
| 6M | +47.9% | -31.2% | +79.2% | +56.4% |
| YTD | +39.6% | -21.6% | +61.1% | +42.9% |
| 1Y | +22.2% | -38.8% | +61.0% | +31.7% |
| 3Y | +45.0% | +0.6% | +44.4% | +35.3% |
| 5Y | +2.6% | -22.5% | +25.1% | -3.6% |
| 10Y | +250.5% | +85.3% | +165.2% | +164.5% |
| All | +296.6% | +35.4% | +261.1% | +206.7% |
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