+426.2%
BTSG vs SHAK
-15.8%
+442.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.6% | -6.2% |
| 7D | -5.8% | -11.0% | +5.2% | -3.7% |
| 30D | 0.0% | -14.0% | +14.0% | +2.8% |
| 3M | -4.5% | +13.3% | -17.7% | -7.2% |
| 6M | +40.0% | -35.3% | +75.3% | +49.1% |
| YTD | +54.6% | -24.0% | +78.5% | +58.5% |
| 1Y | +106.1% | -36.7% | +142.8% | +119.0% |
| All | +426.2% | -15.8% | +442.0% | +475.1% |
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