+60.6%
UAL vs SHAK
+47.7%
+12.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | -16.1% | -6.6% | -9.5% | -14.1% |
| 3M | +6.1% | +30.1% | -23.9% | -4.4% |
| 6M | +10.8% | -28.7% | +39.6% | +20.9% |
| YTD | -0.4% | -14.5% | +14.1% | +1.5% |
| 1Y | +5.0% | -31.9% | +36.9% | +15.5% |
| 3Y | +124.0% | -1.0% | +125.0% | +105.9% |
| 5Y | +141.0% | -18.7% | +159.7% | +125.6% |
| 10Y | +118.0% | +98.1% | +19.9% | +61.8% |
| All | +60.6% | +47.7% | +12.9% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling