+129.0%
BP vs SHAK
+43.4%
+85.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +2.8% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +9.1% | -5.2% | +14.4% | +9.9% |
| 3M | +3.9% | +27.3% | -23.4% | -0.2% |
| 6M | +13.6% | -27.9% | +41.5% | +16.7% |
| YTD | +34.0% | -17.0% | +51.0% | +34.3% |
| 1Y | +39.2% | -30.9% | +70.1% | +42.9% |
| 3Y | +36.4% | +3.4% | +33.0% | +25.7% |
| 5Y | +135.8% | -20.5% | +156.3% | +117.8% |
| 10Y | +125.0% | +88.3% | +36.8% | +64.2% |
| All | +129.0% | +43.4% | +85.6% | +72.9% |
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