+73.8%
UAL vs SHAK
+61.5%
+12.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | +21.1% | +8.2% | +12.9% | +15.3% |
| YTD | +7.8% | -6.5% | +14.3% | +5.8% |
| 1Y | +25.4% | -19.2% | +44.6% | +29.4% |
| 3Y | +217.3% | +37.9% | +179.4% | +158.0% |
| 5Y | +132.9% | -9.5% | +142.3% | +110.0% |
| 10Y | +101.1% | +106.2% | -5.1% | +44.3% |
| All | +73.8% | +61.5% | +12.3% | +18.3% |
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