+4.1%
USFR vs SHAK
-21.2%
+25.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | 0.0% |
| 7D | +0.1% | +8.3% | -8.2% | +0.1% |
| 30D | +0.4% | +16.7% | -16.3% | +0.4% |
| 3M | +1.1% | +10.0% | -8.9% | +1.1% |
| 6M | +2.0% | -23.8% | +25.8% | +2.0% |
| YTD | +3.4% | -10.3% | +13.7% | +3.4% |
| 1Y | +4.1% | -22.9% | +27.0% | +4.1% |
| All | +4.1% | -21.2% | +25.3% | +4.1% |
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