+24.8%
USFD vs SHAK
-35.2%
+60.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.5% | +1.0% | -4.8% |
| 7D | -7.0% | -7.2% | +0.2% | -6.3% |
| 30D | -10.3% | -11.8% | +1.5% | -9.2% |
| 3M | +9.2% | +17.2% | -8.0% | +7.2% |
| 6M | +7.4% | -34.1% | +41.5% | +11.0% |
| YTD | +29.4% | -22.4% | +51.8% | +31.7% |
| 1Y | +24.8% | -35.9% | +60.8% | +30.9% |
| All | +24.8% | -35.2% | +60.1% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling