+84.9%
USB vs SHAK
+111.2%
-26.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | +1.4% | +8.2% | -6.8% | -0.2% |
| 30D | +6.4% | +13.5% | -7.0% | +3.6% |
| 3M | -4.5% | +6.2% | -10.7% | -6.1% |
| 6M | +11.4% | +8.2% | +3.2% | +8.1% |
| YTD | +17.1% | -6.5% | +23.6% | +15.1% |
| 1Y | +32.6% | -19.2% | +51.8% | +34.2% |
| 3Y | +101.8% | +37.9% | +63.9% | +74.4% |
| 5Y | +25.1% | -9.5% | +34.6% | +13.4% |
| 10Y | +84.9% | +106.2% | -21.3% | +24.9% |
| All | +84.9% | +111.2% | -26.4% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling