+96.3%
SHAK vs URA
+266.3%
-170.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.7% |
| 7D | +4.3% | -1.5% | +5.8% | +4.9% |
| 30D | +9.0% | -10.4% | +19.4% | +13.0% |
| 3M | +1.8% | -29.6% | +31.5% | +14.3% |
| 6M | +17.3% | -40.3% | +57.6% | +37.9% |
| YTD | -7.6% | -25.5% | +17.9% | -2.0% |
| 1Y | -16.9% | -26.4% | +9.5% | -12.2% |
| 3Y | +35.1% | +31.4% | +3.6% | +7.1% |
| 5Y | -11.3% | +28.6% | -39.8% | -32.1% |
| All | +96.3% | +266.3% | -170.0% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling