+86.6%
UL vs SHAK
+34.1%
+52.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.9% | -1.2% |
| 7D | -3.2% | -7.2% | +4.0% | -2.7% |
| 30D | -0.6% | -11.8% | +11.2% | +0.3% |
| 3M | +9.4% | +17.2% | -7.7% | +8.0% |
| 6M | -4.1% | -34.1% | +30.0% | -2.0% |
| YTD | -2.0% | -22.4% | +20.4% | -1.0% |
| 1Y | -9.0% | -35.9% | +27.0% | -7.0% |
| 3Y | +21.8% | -3.4% | +25.2% | +18.0% |
| 5Y | +20.6% | -25.4% | +46.0% | +16.7% |
| 10Y | +67.7% | +83.4% | -15.7% | +43.8% |
| All | +86.6% | +34.1% | +52.5% | +60.7% |
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 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