+332.8%
BR vs SHAK
+34.1%
+298.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.5% |
| 7D | -5.0% | -7.2% | +2.2% | -4.2% |
| 30D | -2.5% | -11.8% | +9.4% | -1.0% |
| 3M | +13.5% | +17.2% | -3.7% | +11.0% |
| 6M | -9.4% | -34.1% | +24.7% | -6.0% |
| YTD | -23.3% | -22.4% | -0.9% | -22.3% |
| 1Y | -31.6% | -35.9% | +4.3% | -29.2% |
| 3Y | -5.1% | -3.4% | -1.7% | -9.5% |
| 5Y | +8.2% | -25.4% | +33.6% | +3.0% |
| 10Y | +189.8% | +83.4% | +106.4% | +134.2% |
| All | +332.8% | +34.1% | +298.8% | +251.4% |
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 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