+14.7%
BLK vs SHAK
-33.5%
+48.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.3% |
| 7D | -3.3% | -8.3% | +5.0% | -2.4% |
| 30D | -6.5% | -12.6% | +6.1% | -5.2% |
| 3M | +6.7% | +9.1% | -2.4% | +5.6% |
| 6M | +14.7% | -31.2% | +46.0% | +17.0% |
| All | +14.7% | -33.5% | +48.2% | +17.0% |
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