+54.5%
USAR vs SHAK
-18.9%
+73.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.2% |
| 7D | -11.6% | -8.3% | -3.4% | -11.2% |
| 30D | -15.5% | -12.6% | -2.8% | -14.8% |
| 3M | -31.0% | +9.1% | -40.1% | -31.3% |
| 6M | -26.2% | -31.2% | +5.0% | -24.7% |
| YTD | +30.8% | -21.6% | +52.3% | +33.7% |
| 1Y | +7.1% | -38.8% | +45.9% | +8.4% |
| 3Y | +53.0% | +0.6% | +52.4% | +52.4% |
| All | +54.5% | -18.9% | +73.4% | +54.1% |
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