+498.7%
BNY vs SHAK
+35.4%
+463.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.5% |
| 7D | -1.3% | -8.3% | +7.0% | +0.1% |
| 30D | -0.2% | -12.6% | +12.5% | +2.0% |
| 3M | +14.9% | +9.1% | +5.8% | +12.6% |
| 6M | +40.0% | -31.2% | +71.2% | +46.3% |
| YTD | +42.0% | -21.6% | +63.6% | +44.7% |
| 1Y | +56.9% | -38.8% | +95.6% | +66.4% |
| 3Y | +289.9% | +0.6% | +289.2% | +263.5% |
| 5Y | +259.2% | -22.5% | +281.7% | +236.3% |
| 10Y | +413.3% | +85.3% | +328.0% | +287.2% |
| All | +498.7% | +35.4% | +463.3% | +360.1% |
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