+83.4%
SHAK vs BG
+166.7%
-83.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.7% |
| 7D | -8.3% | +3.1% | -11.4% | -9.2% |
| 30D | -12.6% | +10.2% | -22.9% | -15.3% |
| 3M | +9.1% | -1.7% | +10.8% | +8.9% |
| 6M | -31.2% | +1.0% | -32.2% | -32.3% |
| YTD | -21.6% | +39.9% | -61.5% | -30.7% |
| 1Y | -38.8% | +53.2% | -92.0% | -47.8% |
| 3Y | +0.6% | +16.3% | -15.7% | -8.1% |
| 5Y | -22.5% | +83.9% | -106.4% | -42.3% |
| All | +83.4% | +166.7% | -83.2% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling