+1,330.8%
URI vs SHAK
+54.6%
+1,276.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.2% |
| 7D | +9.3% | +4.1% | +5.2% | +8.2% |
| 30D | +7.6% | +2.3% | +5.3% | +6.8% |
| 3M | +1.0% | -0.2% | +1.3% | +0.6% |
| 6M | +19.8% | +10.1% | +9.8% | +14.8% |
| YTD | +41.9% | -10.5% | +52.3% | +40.2% |
| 1Y | +33.4% | -22.4% | +55.8% | +36.9% |
| 3Y | +156.0% | +32.1% | +124.0% | +114.8% |
| 5Y | +209.5% | -14.0% | +223.5% | +179.2% |
| 10Y | +1,199.8% | +92.7% | +1,107.0% | +770.7% |
| All | +1,330.8% | +54.6% | +1,276.1% | +851.8% |
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 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