+33.5%
BN vs SHAK
-27.4%
+60.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -5.9% | -11.0% | +5.1% | -3.0% |
| 30D | -15.1% | -14.0% | -1.0% | -11.8% |
| 3M | -14.6% | +13.3% | -27.8% | -17.9% |
| 6M | -8.4% | -35.3% | +26.9% | -0.2% |
| YTD | -16.8% | -24.0% | +7.2% | -14.0% |
| 1Y | -14.4% | -36.7% | +22.3% | -7.1% |
| 3Y | +70.1% | -5.4% | +75.5% | +56.1% |
| 5Y | +33.5% | -24.9% | +58.4% | +22.0% |
| All | +33.5% | -27.4% | +60.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling