+46.8%
SHAK vs SBAC
+76.0%
-29.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -5.2% | +3.2% | -8.5% | -6.2% |
| 3M | +27.3% | -5.1% | +32.3% | +28.7% |
| 6M | -27.9% | -2.1% | -25.8% | -28.4% |
| YTD | -17.0% | -0.5% | -16.5% | -18.6% |
| 1Y | -30.9% | +1.1% | -32.1% | -32.7% |
| 3Y | +3.4% | -7.4% | +10.8% | +0.7% |
| 5Y | -20.5% | -44.3% | +23.8% | -6.3% |
| 10Y | +88.3% | +77.6% | +10.7% | +45.8% |
| All | +46.8% | +76.0% | -29.2% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling