+64.4%
UL vs SHAK
+87.2%
-22.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.4% |
| 7D | -3.4% | -8.3% | +4.9% | -2.7% |
| 30D | +0.5% | -12.6% | +13.1% | +1.5% |
| 3M | +7.2% | +9.1% | -1.9% | +6.3% |
| 6M | -3.1% | -31.2% | +28.2% | -0.9% |
| YTD | -2.7% | -21.6% | +18.9% | -1.8% |
| 1Y | -10.2% | -38.8% | +28.5% | -7.7% |
| 3Y | +20.3% | +0.6% | +19.6% | +15.3% |
| 5Y | +19.9% | -22.5% | +42.5% | +15.0% |
| All | +64.4% | +87.2% | -22.8% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling