+42.6%
UNP vs SHAK
-21.2%
+63.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.5% |
| 7D | +3.6% | +8.3% | -4.7% | +3.2% |
| 30D | +11.4% | +16.7% | -5.3% | +10.4% |
| 3M | +4.6% | +10.0% | -5.4% | +4.0% |
| 6M | +18.3% | -23.8% | +42.1% | +20.4% |
| YTD | +35.4% | -10.3% | +45.7% | +35.9% |
| 1Y | +42.6% | -22.9% | +65.5% | +47.3% |
| All | +42.6% | -21.2% | +63.8% | +47.3% |
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