-57.8%
UUUU vs SHAK
-21.2%
-36.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.3% |
| 7D | -14.4% | +8.3% | -22.8% | -15.3% |
| 30D | -33.6% | +16.7% | -50.3% | -35.0% |
| 3M | -44.2% | +10.0% | -54.1% | -45.0% |
| 6M | -66.8% | -23.8% | -43.0% | -65.6% |
| YTD | -50.6% | -10.3% | -40.3% | -50.9% |
| 1Y | -57.8% | -22.9% | -34.9% | -57.2% |
| All | -57.8% | -21.2% | -36.5% | -57.2% |
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 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