-38.8%
SHAK vs XPO
+39.1%
-77.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -8.3% | -5.7% | -2.6% | -6.2% |
| 30D | -12.6% | -12.8% | +0.2% | -8.1% |
| 3M | +9.1% | -20.0% | +29.1% | +18.5% |
| 6M | -31.2% | -6.0% | -25.2% | -30.4% |
| YTD | -21.6% | +34.0% | -55.6% | -29.3% |
| 1Y | -38.8% | +35.6% | -74.3% | -45.6% |
| All | -38.8% | +39.1% | -77.8% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling