+376.5%
BLDR vs SHAK
+87.2%
+289.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.3% |
| 7D | -8.2% | -8.3% | 0.0% | -5.5% |
| 30D | -16.6% | -12.6% | -4.0% | -12.7% |
| 3M | -23.2% | +9.1% | -32.3% | -25.8% |
| 6M | -33.7% | -31.2% | -2.5% | -27.2% |
| YTD | -41.3% | -21.6% | -19.7% | -38.7% |
| 1Y | -58.8% | -38.8% | -20.0% | -53.3% |
| 3Y | -57.5% | +0.6% | -58.1% | -62.3% |
| 5Y | +12.9% | -22.5% | +35.4% | +3.3% |
| All | +376.5% | +87.2% | +289.3% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling