-98.6%
BIYA vs SHAK
-34.9%
-63.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.7% |
| 7D | -1.8% | -8.3% | +6.5% | -0.5% |
| 30D | -17.5% | -12.6% | -4.8% | -15.8% |
| 3M | -78.0% | +9.1% | -87.1% | -78.4% |
| 6M | -89.5% | -31.2% | -58.2% | -90.6% |
| YTD | -94.3% | -21.6% | -72.7% | -94.2% |
| 1Y | -98.6% | -38.8% | -59.8% | -98.8% |
| All | -98.6% | -34.9% | -63.7% | -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