+8.2%
BR vs SHAK
-22.8%
+31.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -3.0% | -8.3% | +5.3% | -2.0% |
| 30D | -0.3% | -12.6% | +12.3% | +1.3% |
| 3M | +17.3% | +9.1% | +8.2% | +15.7% |
| 6M | -6.7% | -31.2% | +24.5% | -3.7% |
| YTD | -23.4% | -21.6% | -1.9% | -22.7% |
| 1Y | -32.7% | -38.8% | +6.1% | -29.8% |
| 3Y | -5.9% | +0.6% | -6.5% | -12.4% |
| All | +8.2% | -22.8% | +31.0% | +0.8% |
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 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