+79.8%
USB vs SHAK
+91.5%
-11.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | +0.3% |
| 7D | +1.2% | +4.1% | -2.9% | +0.3% |
| 30D | +6.3% | +2.3% | +4.0% | +5.6% |
| 3M | -6.1% | -0.2% | -5.9% | -6.6% |
| 6M | +13.0% | +10.1% | +2.9% | +9.3% |
| YTD | +16.6% | -10.5% | +27.0% | +15.6% |
| 1Y | +31.1% | -22.4% | +53.5% | +33.8% |
| 3Y | +100.9% | +32.1% | +68.8% | +75.1% |
| 5Y | +24.5% | -14.0% | +38.5% | +14.1% |
| All | +79.8% | +91.5% | -11.7% | +23.9% |
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