+13.3%
BEN vs SHAK
+43.4%
-30.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | +4.7% | -0.3% | +5.0% | +4.7% |
| 30D | +2.6% | -5.2% | +7.8% | +3.7% |
| 3M | +11.5% | +27.3% | -15.8% | +5.2% |
| 6M | +35.3% | -27.9% | +63.2% | +41.8% |
| YTD | +48.6% | -17.0% | +65.6% | +50.6% |
| 1Y | +46.7% | -30.9% | +77.6% | +54.1% |
| 3Y | +57.0% | +3.4% | +53.6% | +44.8% |
| 5Y | +41.8% | -20.5% | +62.3% | +32.0% |
| 10Y | +55.2% | +88.3% | -33.0% | +15.3% |
| All | +13.3% | +43.4% | -30.1% | -14.9% |
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