+1,166.2%
URI vs SHAK
+47.7%
+1,118.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -12.9% | -6.6% | -6.3% | -11.4% |
| 3M | -6.7% | +30.1% | -36.8% | -13.8% |
| 6M | +19.0% | -28.7% | +47.7% | +26.6% |
| YTD | +25.5% | -14.5% | +40.0% | +26.3% |
| 1Y | +5.5% | -31.9% | +37.4% | +12.5% |
| 3Y | +111.3% | -1.0% | +112.3% | +93.0% |
| 5Y | +198.6% | -18.7% | +217.2% | +172.7% |
| 10Y | +1,179.9% | +98.1% | +1,081.8% | +764.2% |
| All | +1,166.2% | +47.7% | +1,118.5% | +757.4% |
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