+109.8%
BTSG vs SHAK
-34.9%
+144.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | -3.3% | -8.3% | +5.0% | -2.1% |
| 30D | -1.6% | -12.6% | +11.0% | +0.4% |
| 3M | -6.9% | +9.1% | -16.0% | -8.4% |
| 6M | +42.1% | -31.2% | +73.3% | +47.4% |
| YTD | +56.8% | -21.6% | +78.4% | +56.7% |
| 1Y | +109.8% | -38.8% | +148.6% | +116.9% |
| All | +109.8% | -34.9% | +144.7% | +116.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling