+1,611.9%
BE vs SHAK
-5.6%
+1,617.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.4% |
| 7D | +9.7% | -11.0% | +20.7% | +13.3% |
| 30D | +22.4% | -14.0% | +36.4% | +27.7% |
| 3M | +10.4% | +13.3% | -2.9% | +4.9% |
| 6M | +67.9% | -35.3% | +103.2% | +88.1% |
| YTD | +197.5% | -24.0% | +221.5% | +216.5% |
| 1Y | +310.6% | -36.7% | +347.3% | +362.8% |
| All | +1,611.9% | -5.6% | +1,617.5% | +1,279.7% |
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 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