+18.7%
BND vs SHAK
+35.4%
-16.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.1% |
| 7D | -1.0% | -8.3% | +7.3% | -0.9% |
| 30D | -1.1% | -12.6% | +11.5% | -1.0% |
| 3M | -1.9% | +9.1% | -11.0% | -2.0% |
| 6M | -1.6% | -31.2% | +29.6% | -1.4% |
| YTD | -1.2% | -21.6% | +20.3% | -1.1% |
| 1Y | -0.7% | -38.8% | +38.0% | -0.4% |
| 3Y | +12.5% | +0.6% | +11.9% | +12.0% |
| 5Y | -2.5% | -22.5% | +20.0% | -3.2% |
| 10Y | +14.9% | +85.3% | -70.4% | +13.8% |
| All | +18.7% | +35.4% | -16.7% | +17.2% |
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