+18.9%
UL vs SHAK
-22.8%
+41.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | +0.4% |
| 7D | -3.4% | -8.3% | +4.9% | -2.9% |
| 30D | +0.5% | -12.6% | +13.1% | +1.3% |
| 3M | +7.2% | +9.1% | -1.9% | +6.6% |
| 6M | -3.1% | -31.2% | +28.2% | -1.5% |
| YTD | -2.7% | -21.6% | +18.9% | -2.0% |
| 1Y | -10.2% | -38.8% | +28.5% | -8.4% |
| 3Y | +20.3% | +0.6% | +19.6% | +15.5% |
| All | +18.9% | -22.8% | +41.7% | +12.1% |
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