+89.2%
USB vs SHAK
+141.8%
-52.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.3% | -4.8% | +1.0% |
| 7D | +0.8% | +6.5% | -5.7% | -0.6% |
| 30D | +6.8% | +15.3% | -8.5% | +3.6% |
| 3M | -3.8% | +8.5% | -12.2% | -5.8% |
| 6M | +11.7% | +10.0% | +1.7% | +8.1% |
| YTD | +17.5% | -5.0% | +22.4% | +15.1% |
| 1Y | +33.8% | -15.3% | +49.1% | +34.0% |
| 3Y | +104.2% | +40.7% | +63.5% | +75.8% |
| 5Y | +26.4% | -7.9% | +34.4% | +14.2% |
| 10Y | +89.2% | +132.0% | -42.8% | +24.4% |
| All | +89.2% | +141.8% | -52.6% | +24.4% |
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 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