+83.4%
SHAK vs XPO
+1,516.3%
-1,432.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -8.3% | -5.7% | -2.6% | -6.1% |
| 30D | -12.6% | -12.8% | +0.2% | -7.9% |
| 3M | +9.1% | -20.0% | +29.1% | +18.3% |
| 6M | -31.2% | -6.0% | -25.2% | -30.1% |
| YTD | -21.6% | +34.0% | -55.6% | -31.1% |
| 1Y | -38.8% | +35.6% | -74.3% | -46.9% |
| 3Y | +0.6% | +152.3% | -151.7% | -33.4% |
| 5Y | -22.5% | +264.4% | -286.9% | -57.9% |
| All | +83.4% | +1,516.3% | -1,432.9% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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