-5.9%
BR vs SHAK
-2.6%
-3.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | -3.0% | -8.3% | +5.3% | -2.2% |
| 30D | -0.3% | -12.6% | +12.3% | +0.9% |
| 3M | +17.3% | +9.1% | +8.2% | +16.1% |
| 6M | -6.7% | -31.2% | +24.5% | -4.7% |
| YTD | -23.4% | -21.6% | -1.9% | -23.1% |
| 1Y | -32.7% | -38.8% | +6.1% | -30.6% |
| 3Y | -5.9% | +0.6% | -6.5% | -9.4% |
| All | -5.9% | -2.6% | -3.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling