+149.5%
BRKR vs SHAK
+87.2%
+62.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.0% |
| 7D | -8.7% | -8.3% | -0.4% | -6.8% |
| 30D | -9.9% | -12.6% | +2.8% | -7.1% |
| 3M | -3.1% | +9.1% | -12.2% | -5.5% |
| 6M | +45.5% | -31.2% | +76.7% | +54.6% |
| YTD | +13.7% | -21.6% | +35.3% | +17.0% |
| 1Y | +67.4% | -38.8% | +106.2% | +82.0% |
| 3Y | -13.2% | +0.6% | -13.8% | -18.5% |
| 5Y | -39.5% | -22.5% | -16.9% | -42.8% |
| All | +149.5% | +87.2% | +62.3% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling