+277.6%
UNP vs SHAK
+87.2%
+190.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.0% |
| 7D | -1.8% | -8.3% | +6.5% | -0.5% |
| 30D | -2.7% | -12.6% | +9.9% | -0.7% |
| 3M | +6.5% | +9.1% | -2.6% | +4.4% |
| 6M | +14.4% | -31.2% | +45.6% | +19.3% |
| YTD | +24.8% | -21.6% | +46.4% | +26.8% |
| 1Y | +34.4% | -38.8% | +73.2% | +42.1% |
| 3Y | +43.6% | +0.6% | +43.0% | +33.7% |
| 5Y | +53.2% | -22.5% | +75.7% | +43.2% |
| All | +277.6% | +87.2% | +190.4% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling