+102.4%
BDX vs SHAK
+35.4%
+67.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +21.4% | +9.1% | +12.3% | +20.5% |
| 6M | +10.4% | -31.2% | +41.7% | +12.4% |
| YTD | +18.8% | -21.6% | +40.4% | +19.6% |
| 1Y | +21.7% | -38.8% | +60.5% | +24.6% |
| 3Y | -10.0% | +0.6% | -10.6% | -12.8% |
| 5Y | -1.8% | -22.5% | +20.7% | -5.0% |
| 10Y | +58.8% | +85.3% | -26.5% | +36.0% |
| All | +102.4% | +35.4% | +67.0% | +71.7% |
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