-22.9%
SHAK vs BG
+7.2%
-30.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +4.1% |
| 7D | +8.3% | -3.8% | +12.1% | +7.9% |
| 30D | +16.7% | -9.6% | +26.3% | +15.6% |
| 3M | +10.0% | -8.5% | +18.5% | +8.8% |
| 6M | -23.8% | -23.0% | -0.8% | -24.7% |
| YTD | -10.3% | +10.9% | -21.2% | -24.6% |
| 1Y | -22.9% | +6.0% | -28.9% | -33.5% |
| All | -22.9% | +7.2% | -30.1% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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