-68.9%
U vs SHAK
-27.4%
-41.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.1% |
| 7D | 0.0% | -11.0% | +10.9% | +6.8% |
| 30D | -4.1% | -14.0% | +9.9% | +4.5% |
| 3M | +57.8% | +13.3% | +44.5% | +42.4% |
| 6M | +103.5% | -35.3% | +138.9% | +143.6% |
| YTD | -4.8% | -24.0% | +19.2% | +0.9% |
| 1Y | -2.4% | -36.7% | +34.3% | +15.7% |
| 3Y | +11.7% | -5.4% | +17.0% | -18.8% |
| 5Y | -68.9% | -24.9% | -44.0% | -75.5% |
| All | -68.9% | -27.4% | -41.4% | -75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling