+56.0%
UPS vs SHAK
+34.1%
+21.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.3% | -0.4% |
| 7D | -3.7% | -7.2% | +3.5% | -2.7% |
| 30D | -3.7% | -11.8% | +8.1% | -2.2% |
| 3M | -6.6% | +17.2% | -23.7% | -8.9% |
| 6M | +2.6% | -34.1% | +36.7% | +7.0% |
| YTD | +4.8% | -22.4% | +27.2% | +6.7% |
| 1Y | +25.3% | -35.9% | +61.2% | +30.6% |
| 3Y | -26.9% | -3.4% | -23.5% | -30.0% |
| 5Y | -33.5% | -25.4% | -8.1% | -36.3% |
| 10Y | +36.1% | +83.4% | -47.3% | +11.4% |
| All | +56.0% | +34.1% | +21.9% | +29.4% |
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