+20.3%
UL vs SHAK
-2.6%
+22.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.5% |
| 7D | -3.4% | -8.3% | +4.9% | -3.1% |
| 30D | +0.5% | -12.6% | +13.1% | +1.0% |
| 3M | +7.2% | +9.1% | -1.9% | +6.8% |
| 6M | -3.1% | -31.2% | +28.2% | -2.1% |
| YTD | -2.7% | -21.6% | +18.9% | -2.1% |
| 1Y | -10.2% | -38.8% | +28.5% | -9.3% |
| 3Y | +20.3% | +0.6% | +19.6% | +15.7% |
| All | +20.3% | -2.6% | +22.9% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling