+502.5%
BX vs SHAK
+31.3%
+471.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.3% |
| 7D | -8.9% | -11.0% | +2.1% | -6.0% |
| 30D | -14.8% | -14.0% | -0.8% | -11.3% |
| 3M | +6.9% | +13.3% | -6.3% | +2.7% |
| 6M | +16.3% | -35.3% | +51.6% | +27.1% |
| YTD | -16.1% | -24.0% | +7.9% | -12.6% |
| 1Y | -26.8% | -36.7% | +9.9% | -20.2% |
| 3Y | +22.4% | -5.4% | +27.8% | +14.3% |
| 5Y | +16.0% | -24.9% | +40.9% | +9.7% |
| 10Y | +646.9% | +79.6% | +567.3% | +428.9% |
| All | +502.5% | +31.3% | +471.2% | +329.8% |
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 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