+106.2%
UAL vs SHAK
+87.2%
+19.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | 0.0% | +1.8% |
| 7D | -1.4% | -8.3% | +6.9% | +2.2% |
| 30D | -12.2% | -12.6% | +0.4% | -7.2% |
| 3M | -2.5% | +9.1% | -11.6% | -7.4% |
| 6M | +21.1% | -31.2% | +52.4% | +35.7% |
| YTD | -1.8% | -21.6% | +19.8% | +3.7% |
| 1Y | +0.4% | -38.8% | +39.2% | +17.5% |
| 3Y | +130.3% | +0.6% | +129.7% | +101.5% |
| 5Y | +147.7% | -22.5% | +170.2% | +127.7% |
| All | +106.2% | +87.2% | +19.0% | +31.8% |
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