+83.4%
SHAK vs URA
+346.2%
-262.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.4% | +4.3% |
| 7D | -8.3% | -5.5% | -2.8% | -6.5% |
| 30D | -12.6% | -3.7% | -8.9% | -11.7% |
| 3M | +9.1% | -2.9% | +12.0% | +9.2% |
| 6M | -31.2% | -15.2% | -16.0% | -28.5% |
| YTD | -21.6% | +1.9% | -23.5% | -25.1% |
| 1Y | -38.8% | +6.9% | -45.7% | -43.9% |
| 3Y | +0.6% | +99.6% | -99.0% | -31.6% |
| 5Y | -22.5% | +101.2% | -123.7% | -50.2% |
| All | +83.4% | +346.2% | -262.7% | -38.4% |
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 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