+309.8%
BE vs SHAK
-34.9%
+344.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.2% | +3.5% | +5.9% |
| 7D | +9.0% | -8.3% | +17.3% | +11.3% |
| 30D | +16.3% | -12.6% | +28.9% | +20.1% |
| 3M | +10.8% | +9.1% | +1.7% | +7.6% |
| 6M | +73.2% | -31.2% | +104.4% | +98.0% |
| YTD | +217.4% | -21.6% | +238.9% | +243.0% |
| 1Y | +309.8% | -38.8% | +348.6% | +413.7% |
| All | +309.8% | -34.9% | +344.7% | +413.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling