+24.4%
USB vs SHAK
-10.3%
+34.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.1% |
| 7D | -0.5% | +3.0% | -3.6% | -1.1% |
| 30D | +5.7% | +8.2% | -2.5% | +4.1% |
| 3M | -4.7% | +4.6% | -9.3% | -5.8% |
| 6M | +13.4% | +16.3% | -2.9% | +9.2% |
| YTD | +17.0% | -7.6% | +24.6% | +15.6% |
| 1Y | +32.4% | -18.7% | +51.1% | +33.9% |
| 3Y | +101.7% | +36.4% | +65.3% | +78.6% |
| 5Y | +24.4% | -10.5% | +34.9% | +14.1% |
| All | +24.4% | -10.3% | +34.7% | +14.1% |
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