+132.4%
UAL vs SHAK
-20.7%
+153.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -16.5% | -5.2% | -11.2% | -14.7% |
| 3M | +2.8% | +27.3% | -24.5% | -8.1% |
| 6M | +17.6% | -27.9% | +45.4% | +29.0% |
| YTD | -3.2% | -17.0% | +13.8% | -0.2% |
| 1Y | +0.4% | -30.9% | +31.4% | +11.3% |
| 3Y | +128.2% | +3.4% | +124.8% | +97.9% |
| All | +132.4% | -20.7% | +153.1% | +113.1% |
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