+25.7%
USB vs SHAK
-12.1%
+37.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.3% |
| 7D | +2.6% | +4.3% | -1.7% | +1.8% |
| 30D | +8.4% | +9.0% | -0.6% | +6.6% |
| 3M | -5.5% | +1.8% | -7.4% | -6.2% |
| 6M | +17.7% | +17.3% | +0.4% | +13.1% |
| YTD | +17.6% | -7.6% | +25.2% | +16.2% |
| 1Y | +33.9% | -16.9% | +50.8% | +34.8% |
| 3Y | +103.8% | +35.1% | +68.8% | +80.8% |
| All | +25.7% | -12.1% | +37.7% | +15.8% |
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