+129.6%
BNS vs SHAK
-2.6%
+132.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -0.4% | -8.3% | +7.9% | +0.3% |
| 30D | +3.5% | -12.6% | +16.1% | +4.6% |
| 3M | +14.1% | +9.1% | +4.9% | +12.9% |
| 6M | +33.8% | -31.2% | +65.0% | +37.0% |
| YTD | +29.5% | -21.6% | +51.0% | +30.8% |
| 1Y | +48.4% | -38.8% | +87.2% | +53.3% |
| 3Y | +129.6% | +0.6% | +129.0% | +117.7% |
| All | +129.6% | -2.6% | +132.2% | +117.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling