-34.7%
UPS vs SHAK
-22.8%
-11.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | -2.0% | -8.3% | +6.3% | -0.7% |
| 30D | -2.0% | -12.6% | +10.7% | -0.1% |
| 3M | -6.2% | +9.1% | -15.4% | -7.9% |
| 6M | +2.8% | -31.2% | +34.0% | +7.0% |
| YTD | +5.9% | -21.6% | +27.5% | +7.7% |
| 1Y | +26.2% | -38.8% | +65.0% | +33.1% |
| 3Y | -26.0% | +0.6% | -26.6% | -30.7% |
| All | -34.7% | -22.8% | -11.9% | -38.8% |
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