+957.1%
BLDR vs SHAK
+43.4%
+913.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -16.2% | -5.2% | -11.0% | -14.6% |
| 3M | -14.4% | +27.3% | -41.7% | -21.4% |
| 6M | -32.8% | -27.9% | -4.9% | -27.4% |
| YTD | -39.2% | -17.0% | -22.2% | -37.6% |
| 1Y | -57.7% | -30.9% | -26.7% | -54.0% |
| 3Y | -55.3% | +3.4% | -58.6% | -60.5% |
| 5Y | +15.6% | -20.5% | +36.1% | +5.7% |
| 10Y | +359.8% | +88.3% | +271.5% | +164.9% |
| All | +957.1% | +43.4% | +913.7% | +368.8% |
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