-24.7%
SHAK vs BTG
+78.0%
-102.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.2% |
| 3M | +9.1% | +32.0% | -22.9% | +4.2% |
| 6M | -31.2% | +3.4% | -34.6% | -32.5% |
| YTD | -21.6% | +20.8% | -42.4% | -25.8% |
| 1Y | -38.8% | +22.4% | -61.2% | -42.9% |
| 3Y | +0.6% | +91.7% | -91.1% | -18.1% |
| All | -24.7% | +78.0% | -102.7% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling