+34.4%
SHAK vs BG
+91.0%
-56.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -11.0% | +3.7% | -14.7% | -12.0% |
| 30D | -14.0% | +12.3% | -26.4% | -17.1% |
| 3M | +13.3% | -2.2% | +15.5% | +13.2% |
| 6M | -35.3% | +5.3% | -40.7% | -37.1% |
| YTD | -24.0% | +42.4% | -66.4% | -33.0% |
| 1Y | -36.7% | +55.2% | -91.9% | -46.1% |
| 3Y | -5.4% | +21.0% | -26.3% | -14.6% |
| 5Y | -24.9% | +87.1% | -112.0% | -43.6% |
| 10Y | +79.6% | +169.8% | -90.2% | +1.9% |
| All | +34.4% | +91.0% | -56.6% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling