-10.0%
BDX vs SHAK
-2.6%
-7.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.6% |
| 7D | -3.2% | -8.3% | +5.1% | -2.6% |
| 30D | -2.5% | -12.6% | +10.1% | -1.7% |
| 3M | +21.4% | +9.1% | +12.3% | +20.6% |
| 6M | +10.4% | -31.2% | +41.7% | +11.6% |
| YTD | +18.8% | -21.6% | +40.4% | +18.8% |
| 1Y | +21.7% | -38.8% | +60.5% | +23.8% |
| 3Y | -10.0% | +0.6% | -10.6% | -14.5% |
| All | -10.0% | -2.6% | -7.3% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling