-35.7%
U vs SHAK
-7.4%
-28.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.2% | +1.3% | +2.8% |
| 7D | +5.5% | -8.3% | +13.8% | +10.4% |
| 30D | -1.3% | -12.6% | +11.4% | +5.9% |
| 3M | +64.6% | +9.1% | +55.5% | +53.7% |
| 6M | +119.4% | -31.2% | +150.6% | +150.0% |
| YTD | -0.5% | -21.6% | +21.1% | +3.8% |
| 1Y | +1.3% | -38.8% | +40.1% | +21.7% |
| 3Y | +15.6% | +0.6% | +15.0% | -10.6% |
| 5Y | -67.5% | -22.5% | -44.9% | -73.0% |
| All | -35.7% | -7.4% | -28.3% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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