+156.6%
USFD vs SHAK
+36.5%
+120.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.2% | +3.0% | -3.2% | -0.7% |
| 30D | +12.3% | +8.2% | +4.1% | +10.8% |
| 3M | -0.7% | +4.6% | -5.3% | -1.7% |
| 6M | +31.3% | +16.3% | +14.9% | +27.0% |
| YTD | +45.7% | -7.6% | +53.3% | +44.0% |
| 1Y | +52.1% | -18.7% | +70.9% | +53.9% |
| All | +156.6% | +36.5% | +120.1% | +138.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling