+468.0%
UUUU vs SHAK
+87.2%
+380.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.2% | -8.1% | -6.0% |
| 7D | -10.5% | -8.3% | -2.2% | -8.1% |
| 30D | -10.5% | -12.6% | +2.1% | -6.6% |
| 3M | -14.1% | +9.1% | -23.2% | -17.4% |
| 6M | -35.5% | -31.2% | -4.2% | -30.2% |
| YTD | -10.9% | -21.6% | +10.6% | -8.2% |
| 1Y | +3.4% | -38.8% | +42.1% | +15.1% |
| 3Y | +73.1% | +0.6% | +72.5% | +47.8% |
| 5Y | +87.1% | -22.5% | +109.7% | +65.8% |
| All | +468.0% | +87.2% | +380.8% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling