+115.0%
UMC vs SHAK
-21.2%
+136.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.8% | -5.9% | -1.8% |
| 7D | -14.7% | +8.3% | -23.0% | -14.2% |
| 30D | -32.9% | +16.7% | -49.6% | -32.2% |
| 3M | -22.2% | +10.0% | -32.1% | -21.4% |
| 6M | +25.9% | -23.8% | +49.7% | +30.4% |
| YTD | +107.9% | -10.3% | +118.2% | +110.7% |
| 1Y | +115.0% | -22.9% | +137.9% | +127.0% |
| All | +115.0% | -21.2% | +136.3% | +127.0% |
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