+219.8%
UNP vs SHAK
+43.4%
+176.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.1% | -5.2% | +4.1% | -0.4% |
| 3M | +7.9% | +27.3% | -19.4% | +3.6% |
| 6M | +14.6% | -27.9% | +42.5% | +18.3% |
| YTD | +26.6% | -17.0% | +43.5% | +27.5% |
| 1Y | +35.6% | -30.9% | +66.5% | +39.9% |
| 3Y | +45.5% | +3.4% | +42.1% | +36.8% |
| 5Y | +50.0% | -20.5% | +70.5% | +41.4% |
| 10Y | +271.8% | +88.3% | +183.6% | +181.8% |
| All | +219.8% | +43.4% | +176.4% | +145.0% |
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