+242.8%
BNS vs SHAK
+31.3%
+211.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -2.2% | -11.0% | +8.8% | -0.7% |
| 30D | +4.5% | -14.0% | +18.5% | +6.6% |
| 3M | +14.9% | +13.3% | +1.6% | +12.4% |
| 6M | +32.5% | -35.3% | +67.8% | +38.6% |
| YTD | +28.6% | -24.0% | +52.6% | +31.1% |
| 1Y | +48.4% | -36.7% | +85.1% | +54.8% |
| 3Y | +130.8% | -5.4% | +136.2% | +118.6% |
| 5Y | +94.8% | -24.9% | +119.7% | +84.2% |
| 10Y | +184.3% | +79.6% | +104.7% | +121.5% |
| All | +242.8% | +31.3% | +211.5% | +177.7% |
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 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