-98.2%
BIYA vs SHAK
-21.2%
-77.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.4% |
| 7D | -4.0% | +8.3% | -12.4% | -4.4% |
| 30D | -15.0% | +16.7% | -31.7% | -16.2% |
| 3M | -58.1% | +10.0% | -68.1% | -58.4% |
| 6M | -90.0% | -23.8% | -66.2% | -91.2% |
| YTD | -96.9% | -10.3% | -86.6% | -96.8% |
| 1Y | -98.2% | -22.9% | -75.3% | -98.8% |
| All | -98.2% | -21.2% | -77.0% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling