+1,528.6%
UMC vs SHAK
+31.3%
+1,497.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | +11.4% | -11.0% | +22.3% | +13.0% |
| 30D | +16.8% | -14.0% | +30.8% | +19.0% |
| 3M | +19.1% | +13.3% | +5.8% | +16.0% |
| 6M | +137.4% | -35.3% | +172.8% | +147.9% |
| YTD | +186.4% | -24.0% | +210.4% | +190.6% |
| 1Y | +229.1% | -36.7% | +265.8% | +242.1% |
| 3Y | +257.9% | -5.4% | +263.3% | +239.8% |
| 5Y | +137.5% | -24.9% | +162.4% | +124.5% |
| 10Y | +1,808.2% | +79.6% | +1,728.5% | +1,589.2% |
| All | +1,528.6% | +31.3% | +1,497.3% | +1,348.2% |
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