+83.4%
SHAK vs BTG
+159.3%
-75.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -8.3% | -3.8% | -4.5% | -7.8% |
| 30D | -12.6% | +3.6% | -16.3% | -13.1% |
| 3M | +9.1% | +32.0% | -22.9% | +4.9% |
| 6M | -31.2% | +3.4% | -34.6% | -32.4% |
| YTD | -21.6% | +20.8% | -42.4% | -25.0% |
| 1Y | -38.8% | +22.4% | -61.2% | -42.0% |
| 3Y | +0.6% | +91.7% | -91.1% | -12.6% |
| 5Y | -22.5% | +79.0% | -101.5% | -32.7% |
| All | +83.4% | +159.3% | -75.9% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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