+51.2%
SHAK vs URA
+222.8%
-171.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -6.6% | +7.4% | -14.0% | -9.2% |
| 3M | +30.1% | -8.4% | +38.5% | +32.9% |
| 6M | -28.7% | -12.7% | -16.0% | -26.6% |
| YTD | -14.5% | +7.8% | -22.3% | -20.0% |
| 1Y | -31.9% | +19.5% | -51.3% | -40.1% |
| 3Y | -1.0% | +116.4% | -117.4% | -34.7% |
| 5Y | -18.7% | +134.3% | -153.0% | -50.8% |
| 10Y | +98.1% | +359.3% | -261.1% | -24.7% |
| All | +51.2% | +222.8% | -171.6% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling