+135.9%
BP vs SHAK
+59.5%
+76.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.5% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | -5.3% | +9.0% | -14.3% | -6.6% |
| 3M | +9.3% | +1.8% | +7.4% | +8.5% |
| 6M | +7.2% | +17.3% | -10.1% | +3.6% |
| YTD | +38.0% | -7.6% | +45.7% | +35.8% |
| 1Y | +33.2% | -16.9% | +50.1% | +33.0% |
| 3Y | +50.3% | +35.1% | +15.2% | +32.6% |
| 5Y | +114.1% | -11.3% | +125.3% | +95.3% |
| 10Y | +140.7% | +98.8% | +41.9% | +73.5% |
| All | +135.9% | +59.5% | +76.3% | +74.8% |
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