+156.3%
UMAC vs SHAK
-34.0%
+190.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -7.7% | -6.6% | -1.0% | -6.8% |
| 3M | -26.4% | +30.1% | -56.5% | -28.5% |
| 6M | +61.9% | -28.7% | +90.6% | +74.4% |
| YTD | +86.5% | -14.5% | +101.0% | +77.1% |
| 1Y | +156.3% | -31.9% | +188.2% | +208.7% |
| All | +156.3% | -34.0% | +190.3% | +208.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling