+115.6%
USB vs SHAK
+48.6%
+67.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | +4.3% | +8.1% | -3.8% | +2.8% |
| 3M | -6.1% | -6.1% | 0.0% | -5.4% |
| 6M | +9.4% | -27.7% | +37.1% | +13.6% |
| YTD | +15.2% | -14.0% | +29.2% | +15.3% |
| 1Y | +32.8% | -27.1% | +59.8% | +36.7% |
| 3Y | +91.3% | +17.3% | +74.0% | +75.0% |
| 5Y | +22.7% | -23.2% | +45.9% | +16.6% |
| 10Y | +97.0% | +119.9% | -22.9% | +51.0% |
| All | +115.6% | +48.6% | +67.1% | +71.3% |
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