+130.6%
UAL vs SHAK
-10.3%
+140.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +2.3% | +3.0% | -0.8% | +1.1% |
| 30D | +13.3% | +8.2% | +5.1% | +9.7% |
| 3M | -6.3% | +4.6% | -10.8% | -8.7% |
| 6M | +22.5% | +16.3% | +6.2% | +12.3% |
| YTD | +5.9% | -7.6% | +13.4% | +3.7% |
| 1Y | +24.7% | -18.7% | +43.4% | +28.8% |
| 3Y | +211.6% | +36.4% | +175.2% | +136.1% |
| 5Y | +130.6% | -10.5% | +141.1% | +117.4% |
| All | +130.6% | -10.3% | +140.8% | +117.4% |
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