-0.4%
SHAK vs URA
+116.4%
-116.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.2% |
| 7D | -7.2% | +5.7% | -12.9% | -8.5% |
| 30D | -11.8% | +5.6% | -17.4% | -13.2% |
| 3M | +17.2% | +6.2% | +11.0% | +14.7% |
| 6M | -34.1% | -8.2% | -25.9% | -33.4% |
| YTD | -22.4% | +9.7% | -32.0% | -26.6% |
| 1Y | -35.9% | +17.0% | -52.9% | -41.9% |
| All | -0.4% | +116.4% | -116.8% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling