+0.6%
SHAK vs BTG
+94.8%
-94.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -8.3% | -3.8% | -4.5% | -7.9% |
| 30D | -12.6% | +3.6% | -16.3% | -13.0% |
| 3M | +9.1% | +32.0% | -22.9% | +5.7% |
| 6M | -31.2% | +3.4% | -34.6% | -32.0% |
| YTD | -21.6% | +20.8% | -42.4% | -24.5% |
| 1Y | -38.8% | +22.4% | -61.2% | -41.8% |
| 3Y | +0.6% | +91.7% | -91.1% | -15.0% |
| All | +0.6% | +94.8% | -94.2% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling