+98.3%
USB vs SHAK
+0.1%
+98.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -1.3% | -6.6% | +5.3% | -0.2% |
| 3M | +15.2% | +30.1% | -14.8% | +9.2% |
| 6M | +18.8% | -28.7% | +47.6% | +24.5% |
| YTD | +21.0% | -14.5% | +35.5% | +21.6% |
| 1Y | +34.0% | -31.9% | +65.9% | +40.9% |
| All | +98.3% | +0.1% | +98.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling