+104.0%
BTI vs SHAK
+34.1%
+69.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.1% |
| 7D | -2.4% | -7.2% | +4.8% | -2.0% |
| 30D | -4.8% | -11.8% | +7.0% | -4.1% |
| 3M | -8.1% | +17.2% | -25.3% | -9.2% |
| 6M | -4.2% | -34.1% | +29.9% | -2.3% |
| YTD | -1.3% | -22.4% | +21.1% | -0.5% |
| 1Y | +2.1% | -35.9% | +38.0% | +4.0% |
| 3Y | +108.9% | -3.4% | +112.3% | +102.8% |
| 5Y | +114.5% | -25.4% | +139.9% | +108.3% |
| 10Y | +72.2% | +83.4% | -11.2% | +50.4% |
| All | +104.0% | +34.1% | +69.9% | +81.3% |
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