+58.3%
SHAK vs URA
+126.8%
-68.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -1.8% |
| 7D | +4.1% | +4.5% | -0.4% | +2.5% |
| 30D | +2.3% | -13.4% | +15.7% | +7.4% |
| 3M | -0.2% | -28.4% | +28.2% | +11.5% |
| 6M | +10.1% | -40.5% | +50.5% | +29.9% |
| YTD | -10.5% | -24.3% | +13.8% | -5.4% |
| 1Y | -22.4% | -28.8% | +6.4% | -16.7% |
| 3Y | +32.1% | +37.6% | -5.5% | +2.8% |
| 5Y | -14.0% | +30.7% | -44.7% | -34.4% |
| 10Y | +92.7% | +266.8% | -174.1% | -21.6% |
| All | +58.3% | +126.8% | -68.5% | -29.8% |
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