+1,008.9%
BE vs SHAK
+3.1%
+1,005.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.9% | +12.5% | +11.0% |
| 7D | +29.8% | -0.3% | +30.1% | +29.9% |
| 30D | +26.4% | -5.2% | +31.6% | +29.5% |
| 3M | +9.3% | +27.3% | -17.9% | -5.2% |
| 6M | +105.1% | -27.9% | +132.9% | +126.4% |
| YTD | +219.0% | -17.0% | +236.0% | +227.2% |
| 1Y | +418.8% | -30.9% | +449.7% | +480.5% |
| 3Y | +1,784.6% | +3.4% | +1,781.2% | +1,387.4% |
| 5Y | +1,251.0% | -20.5% | +1,271.5% | +1,056.6% |
| All | +1,008.9% | +3.1% | +1,005.8% | +488.5% |
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 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