-35.3%
BLDR vs SHAK
-32.1%
-3.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.4% |
| 7D | -2.7% | -7.2% | +4.5% | -1.0% |
| 30D | -14.7% | -11.8% | -2.9% | -12.2% |
| 3M | -20.8% | +17.2% | -38.0% | -22.9% |
| 6M | -35.3% | -34.1% | -1.2% | -31.6% |
| All | -35.3% | -32.1% | -3.2% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling