+44.3%
UNP vs SHAK
-5.6%
+49.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.6% |
| 7D | -1.2% | -11.0% | +9.8% | +0.1% |
| 30D | -2.0% | -14.0% | +12.1% | -0.3% |
| 3M | +7.5% | +13.3% | -5.7% | +5.5% |
| 6M | +15.3% | -35.3% | +50.7% | +20.1% |
| YTD | +25.4% | -24.0% | +49.4% | +27.3% |
| 1Y | +35.6% | -36.7% | +72.3% | +40.9% |
| All | +44.3% | -5.6% | +49.9% | +37.1% |
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