+34.4%
SHAK vs BTG
+250.2%
-215.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -11.0% | -5.5% | -5.5% | -10.5% |
| 30D | -14.0% | +6.1% | -20.1% | -14.6% |
| 3M | +13.3% | +38.6% | -25.4% | +9.3% |
| 6M | -35.3% | +0.7% | -36.0% | -36.0% |
| YTD | -24.0% | +20.3% | -44.3% | -26.5% |
| 1Y | -36.7% | +25.0% | -61.8% | -39.4% |
| 3Y | -5.4% | +97.3% | -102.7% | -15.2% |
| 5Y | -24.9% | +78.3% | -103.2% | -32.4% |
| 10Y | +79.6% | +151.6% | -72.0% | +57.0% |
| All | +34.4% | +250.2% | -215.8% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling