+258.5%
BN vs SHAK
+87.2%
+171.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.3% |
| 7D | -5.2% | -8.3% | +3.1% | -3.2% |
| 30D | -14.5% | -12.6% | -1.8% | -11.6% |
| 3M | -15.0% | +9.1% | -24.1% | -17.4% |
| 6M | -5.4% | -31.2% | +25.8% | +1.0% |
| YTD | -16.4% | -21.6% | +5.1% | -14.3% |
| 1Y | -16.2% | -38.8% | +22.5% | -8.6% |
| 3Y | +67.5% | +0.6% | +66.9% | +54.0% |
| 5Y | +34.1% | -22.5% | +56.7% | +24.8% |
| All | +258.5% | +87.2% | +171.3% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling