-58.4%
BIDU vs SHAK
+31.3%
-89.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -5.2% | -11.0% | +5.7% | -2.9% |
| 30D | -14.5% | -14.0% | -0.5% | -11.8% |
| 3M | -22.9% | +13.3% | -36.1% | -25.4% |
| 6M | -27.8% | -35.3% | +7.5% | -22.8% |
| YTD | -30.7% | -24.0% | -6.7% | -28.7% |
| 1Y | -15.8% | -36.7% | +20.9% | -10.4% |
| 3Y | -33.2% | -5.4% | -27.9% | -39.6% |
| 5Y | -44.8% | -24.9% | -19.9% | -49.3% |
| 10Y | -50.3% | +79.6% | -129.9% | -64.9% |
| All | -58.4% | +31.3% | -89.7% | -70.3% |
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