-38.8%
SHAK vs SBAC
-2.5%
-36.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +0.9% | +3.1% |
| 7D | -8.3% | -2.1% | -6.2% | -8.3% |
| 30D | -12.6% | +2.0% | -14.6% | -12.6% |
| 3M | +9.1% | -8.3% | +17.4% | +9.4% |
| 6M | -31.2% | +0.3% | -31.6% | -30.5% |
| YTD | -21.6% | -2.2% | -19.4% | -20.9% |
| 1Y | -38.8% | -4.6% | -34.2% | -36.1% |
| All | -38.8% | -2.5% | -36.3% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling