-37.5%
U vs SHAK
-1.9%
-35.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.2% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -0.6% | -5.2% | +4.7% | +2.2% |
| 3M | +48.4% | +27.3% | +21.2% | +27.1% |
| 6M | +115.4% | -27.9% | +143.2% | +139.9% |
| YTD | -3.2% | -17.0% | +13.7% | -2.0% |
| 1Y | -6.0% | -30.9% | +24.9% | +5.2% |
| 3Y | +13.5% | +3.4% | +10.1% | -13.1% |
| 5Y | -68.0% | -20.5% | -47.5% | -74.1% |
| All | -37.5% | -1.9% | -35.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling