+125.0%
URI vs SHAK
+1.3%
+123.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | -12.5% | -5.2% | -7.3% | -11.5% |
| 3M | -6.2% | +27.3% | -33.5% | -11.9% |
| 6M | +25.9% | -27.9% | +53.7% | +33.0% |
| YTD | +26.2% | -17.0% | +43.2% | +27.7% |
| 1Y | +5.5% | -30.9% | +36.4% | +11.8% |
| 3Y | +125.0% | +3.4% | +121.6% | +97.5% |
| All | +125.0% | +1.3% | +123.7% | +97.5% |
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