+657.4%
UMAC vs SHAK
-18.7%
+676.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -3.4% |
| 7D | -3.4% | -8.3% | +4.9% | -1.0% |
| 30D | -15.1% | -12.6% | -2.5% | -11.7% |
| 3M | -10.8% | +9.1% | -19.9% | -13.7% |
| 6M | +15.7% | -31.2% | +46.9% | +25.9% |
| YTD | +80.1% | -21.6% | +101.7% | +83.6% |
| 1Y | +116.7% | -38.8% | +155.5% | +147.1% |
| All | +657.4% | -18.7% | +676.2% | +542.1% |
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 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