+114.5%
USB vs SHAK
+53.0%
+61.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | +5.8% | +12.0% | -6.2% | +3.6% |
| 3M | -6.0% | +2.3% | -8.3% | -6.7% |
| 6M | +7.8% | -25.5% | +33.3% | +11.3% |
| YTD | +14.6% | -11.4% | +26.0% | +14.1% |
| 1Y | +31.8% | -21.8% | +53.6% | +34.0% |
| 3Y | +91.5% | +25.8% | +65.7% | +73.1% |
| 5Y | +22.0% | -21.0% | +43.0% | +15.4% |
| 10Y | +96.1% | +126.4% | -30.4% | +49.4% |
| All | +114.5% | +53.0% | +61.6% | +69.6% |
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