+18.0%
BLK vs SHAK
-21.2%
+39.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.6% | +4.9% |
| 7D | +5.7% | +8.3% | -2.6% | +4.7% |
| 30D | +14.8% | +16.7% | -1.9% | +12.6% |
| 3M | +8.8% | +10.0% | -1.2% | +7.3% |
| 6M | +17.6% | -23.8% | +41.4% | +20.7% |
| YTD | +16.3% | -10.3% | +26.6% | +16.9% |
| 1Y | +18.0% | -22.9% | +40.9% | +24.2% |
| All | +18.0% | -21.2% | +39.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling