+275.8%
BN vs SHAK
+43.4%
+232.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -10.9% | -5.2% | -5.7% | -9.9% |
| 3M | -11.1% | +27.3% | -38.3% | -16.1% |
| 6M | -4.4% | -27.9% | +23.5% | +0.3% |
| YTD | -14.1% | -17.0% | +2.8% | -13.2% |
| 1Y | -11.1% | -30.9% | +19.9% | -6.5% |
| 3Y | +75.6% | +3.4% | +72.2% | +63.6% |
| 5Y | +35.8% | -20.5% | +56.3% | +27.8% |
| 10Y | +261.6% | +88.3% | +173.3% | +177.1% |
| All | +275.8% | +43.4% | +232.4% | +190.6% |
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