+164.5%
USFD vs SHAK
+1.3%
+163.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -5.3% | -5.2% | -0.1% | -4.5% |
| 3M | +18.8% | +27.3% | -8.5% | +13.3% |
| 6M | +14.3% | -27.9% | +42.2% | +19.1% |
| YTD | +36.9% | -17.0% | +53.8% | +37.9% |
| 1Y | +31.7% | -30.9% | +62.6% | +37.2% |
| 3Y | +164.5% | +3.4% | +161.1% | +148.2% |
| All | +164.5% | +1.3% | +163.2% | +148.2% |
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