+25.2%
BIL vs SHAK
+43.4%
-18.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | -5.2% | +5.5% | +0.3% |
| 3M | +0.9% | +27.3% | -26.4% | +0.9% |
| 6M | +1.8% | -27.9% | +29.7% | +1.8% |
| YTD | +2.5% | -17.0% | +19.4% | +2.5% |
| 1Y | +3.7% | -30.9% | +34.6% | +3.7% |
| 3Y | +14.1% | +3.4% | +10.7% | +14.1% |
| 5Y | +19.4% | -20.5% | +39.9% | +19.4% |
| 10Y | +25.3% | +88.3% | -63.0% | +25.2% |
| All | +25.2% | +43.4% | -18.2% | +25.2% |
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