+54.0%
UNP vs SHAK
-22.8%
+76.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -0.9% |
| 7D | -1.8% | -8.3% | +6.5% | -0.8% |
| 30D | -2.7% | -12.6% | +9.9% | -1.2% |
| 3M | +6.5% | +9.1% | -2.6% | +5.0% |
| 6M | +14.4% | -31.2% | +45.6% | +18.2% |
| YTD | +24.8% | -21.6% | +46.4% | +26.4% |
| 1Y | +34.4% | -38.8% | +73.2% | +40.3% |
| 3Y | +43.6% | +0.6% | +43.0% | +37.2% |
| All | +54.0% | -22.8% | +76.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling