-22.9%
SHAK vs URA
-32.2%
+9.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.0% |
| 7D | +8.3% | -10.5% | +18.9% | +10.2% |
| 30D | +16.7% | -18.6% | +35.3% | +20.4% |
| 3M | +10.0% | -23.0% | +33.0% | +14.4% |
| 6M | -23.8% | -40.3% | +16.5% | -16.9% |
| YTD | -10.3% | -23.5% | +13.2% | -7.9% |
| 1Y | -22.9% | -31.1% | +8.2% | -20.4% |
| All | -22.9% | -32.2% | +9.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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