+1,218.2%
BE vs SHAK
-27.4%
+1,245.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.1% |
| 7D | +9.7% | -11.0% | +20.7% | +15.2% |
| 30D | +22.4% | -14.0% | +36.4% | +30.5% |
| 3M | +10.4% | +13.3% | -2.9% | +2.1% |
| 6M | +67.9% | -35.3% | +103.2% | +94.2% |
| YTD | +197.5% | -24.0% | +221.5% | +218.0% |
| 1Y | +310.6% | -36.7% | +347.3% | +377.3% |
| 3Y | +1,657.2% | -5.4% | +1,662.6% | +1,308.0% |
| 5Y | +1,218.2% | -24.9% | +1,243.1% | +958.0% |
| All | +1,218.2% | -27.4% | +1,245.6% | +958.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling