+134.1%
BP vs SHAK
+87.2%
+46.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.4% |
| 7D | +5.2% | -8.3% | +13.5% | +6.5% |
| 30D | +8.7% | -12.6% | +21.3% | +10.7% |
| 3M | +9.3% | +9.1% | +0.2% | +7.1% |
| 6M | +13.6% | -31.2% | +44.8% | +17.7% |
| YTD | +37.7% | -21.6% | +59.3% | +38.9% |
| 1Y | +40.6% | -38.8% | +79.4% | +47.4% |
| 3Y | +40.3% | +0.6% | +39.7% | +27.9% |
| 5Y | +141.4% | -22.5% | +163.9% | +120.9% |
| All | +134.1% | +87.2% | +46.9% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling