+136.2%
BP vs SHAK
-22.8%
+159.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | -0.1% |
| 7D | +5.2% | -8.3% | +13.5% | +5.6% |
| 30D | +8.7% | -12.6% | +21.3% | +9.4% |
| 3M | +9.3% | +9.1% | +0.2% | +8.5% |
| 6M | +13.6% | -31.2% | +44.8% | +15.3% |
| YTD | +37.7% | -21.6% | +59.3% | +38.2% |
| 1Y | +40.6% | -38.8% | +79.4% | +43.7% |
| 3Y | +40.3% | +0.6% | +39.7% | +35.8% |
| All | +136.2% | -22.8% | +159.0% | +127.1% |
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 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