+112.8%
BP vs SHAK
-12.1%
+124.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.7% |
| 7D | +3.8% | +4.3% | -0.5% | +3.6% |
| 30D | -5.3% | +9.0% | -14.3% | -5.7% |
| 3M | +9.3% | +1.8% | +7.4% | +9.0% |
| 6M | +7.2% | +17.3% | -10.1% | +6.0% |
| YTD | +38.0% | -7.6% | +45.7% | +37.4% |
| 1Y | +33.2% | -16.9% | +50.1% | +33.6% |
| 3Y | +50.3% | +35.1% | +15.2% | +42.7% |
| All | +112.8% | -12.1% | +124.8% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling