+10.1%
BLDR vs SHAK
-25.1%
+35.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.2% |
| 7D | -8.1% | -11.0% | +2.8% | -4.4% |
| 30D | -21.5% | -14.0% | -7.4% | -17.3% |
| 3M | -21.0% | +13.3% | -34.2% | -24.6% |
| 6M | -37.1% | -35.3% | -1.7% | -29.3% |
| YTD | -42.7% | -24.0% | -18.7% | -39.5% |
| 1Y | -58.0% | -36.7% | -21.2% | -52.8% |
| 3Y | -57.8% | -5.4% | -52.5% | -63.0% |
| All | +10.1% | -25.1% | +35.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling