+124.6%
UAL vs SHAK
-3.6%
+128.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.4% |
| 7D | -1.1% | -7.2% | +6.1% | +1.6% |
| 30D | -13.4% | -11.8% | -1.6% | -9.5% |
| 3M | -2.3% | +17.2% | -19.5% | -9.0% |
| 6M | +13.3% | -34.1% | +47.5% | +27.8% |
| YTD | -4.2% | -22.4% | +18.2% | +1.0% |
| 1Y | +1.4% | -35.9% | +37.3% | +14.8% |
| All | +124.6% | -3.6% | +128.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling