+216.3%
UAL vs SHAK
+38.1%
+178.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.7% |
| 7D | +12.5% | +8.2% | +4.2% | +9.4% |
| 30D | +12.2% | +13.5% | -1.3% | +7.1% |
| 3M | -2.6% | +6.2% | -8.8% | -5.2% |
| 6M | +21.1% | +8.2% | +12.9% | +15.5% |
| YTD | +7.8% | -6.5% | +14.3% | +5.7% |
| 1Y | +25.4% | -19.2% | +44.6% | +30.1% |
| All | +216.3% | +38.1% | +178.3% | +187.8% |
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 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