+323.9%
BLK vs SHAK
+35.4%
+288.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +1.0% |
| 7D | -3.3% | -8.3% | +5.0% | -1.7% |
| 30D | -6.5% | -12.6% | +6.1% | -4.1% |
| 3M | +6.7% | +9.1% | -2.4% | +4.5% |
| 6M | +14.7% | -31.2% | +46.0% | +20.8% |
| YTD | +2.5% | -21.6% | +24.1% | +4.8% |
| 1Y | -2.8% | -38.8% | +36.0% | +4.0% |
| 3Y | +65.9% | +0.6% | +65.2% | +54.9% |
| 5Y | +33.0% | -22.5% | +55.5% | +24.9% |
| 10Y | +281.2% | +85.3% | +195.9% | +182.5% |
| All | +323.9% | +35.4% | +288.5% | +221.6% |
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 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