+340.9%
BKNG vs SHAK
+31.3%
+309.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | -10.7% | -11.0% | +0.3% | -8.1% |
| 30D | -18.1% | -14.0% | -4.1% | -15.2% |
| 3M | +8.5% | +13.3% | -4.7% | +5.1% |
| 6M | -0.1% | -35.3% | +35.3% | +8.2% |
| YTD | -18.2% | -24.0% | +5.8% | -15.1% |
| 1Y | -19.9% | -36.7% | +16.8% | -13.5% |
| 3Y | +41.6% | -5.4% | +47.0% | +32.1% |
| 5Y | +93.1% | -24.9% | +118.0% | +82.2% |
| 10Y | +214.8% | +79.6% | +135.2% | +132.8% |
| All | +340.9% | +31.3% | +309.6% | +231.1% |
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