+24.5%
BX vs SHAK
-2.6%
+27.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.6% |
| 7D | -5.6% | -8.3% | +2.7% | -3.5% |
| 30D | -12.2% | -12.6% | +0.4% | -9.2% |
| 3M | +7.4% | +9.1% | -1.7% | +4.4% |
| 6M | +22.2% | -31.2% | +53.4% | +31.2% |
| YTD | -14.0% | -21.6% | +7.6% | -11.4% |
| 1Y | -27.3% | -38.8% | +11.5% | -19.8% |
| 3Y | +24.5% | +0.6% | +23.9% | +11.7% |
| All | +24.5% | -2.6% | +27.2% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling