-99.8%
BIYA vs SHAK
-24.3%
-75.5%
-99.9%
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% | +0.8% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | -18.7% | -5.2% | -13.5% | -17.6% |
| 3M | -72.0% | +27.3% | -99.3% | -73.1% |
| 6M | -86.4% | -27.9% | -58.5% | -86.6% |
| YTD | -94.2% | -17.0% | -77.2% | -94.4% |
| 1Y | -98.4% | -30.9% | -67.5% | -98.4% |
| All | -99.8% | -24.3% | -75.5% | -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 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