-4.7%
BN vs SHAK
-21.2%
+16.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.8% | +2.2% | +5.6% |
| 7D | +12.0% | +8.3% | +3.6% | +11.0% |
| 30D | +17.0% | +16.7% | +0.3% | +14.9% |
| 3M | -3.2% | +10.0% | -13.2% | -4.4% |
| 6M | -3.9% | -23.8% | +19.9% | -1.6% |
| YTD | -5.6% | -10.3% | +4.7% | -6.5% |
| 1Y | -4.7% | -22.9% | +18.2% | +2.1% |
| All | -4.7% | -21.2% | +16.5% | +2.1% |
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