-99.8%
BIYA vs SHAK
-30.7%
-69.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.5% |
| 7D | -1.3% | -11.0% | +9.7% | +1.8% |
| 30D | -15.9% | -14.0% | -1.9% | -12.5% |
| 3M | -81.2% | +13.3% | -94.5% | -81.5% |
| 6M | -88.2% | -35.3% | -52.9% | -88.1% |
| YTD | -94.1% | -24.0% | -70.1% | -94.2% |
| 1Y | -98.7% | -36.7% | -61.9% | -98.6% |
| All | -99.8% | -30.7% | -69.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling