+126.5%
USB vs SHAK
+47.7%
+78.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 6M | +18.8% | -28.7% | +47.6% | +23.8% |
| YTD | +21.0% | -14.5% | +35.5% | +21.7% |
| 1Y | +34.0% | -31.9% | +65.9% | +39.9% |
| 3Y | +95.3% | -1.0% | +96.3% | +84.5% |
| 5Y | +40.4% | -18.7% | +59.1% | +31.8% |
| 10Y | +107.3% | +98.1% | +9.2% | +60.4% |
| All | +126.5% | +47.7% | +78.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling