-24.7%
SHAK vs XPO
+261.3%
-286.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -8.3% | -5.7% | -2.6% | -5.8% |
| 30D | -12.6% | -12.8% | +0.2% | -7.2% |
| 3M | +9.1% | -20.0% | +29.1% | +19.7% |
| 6M | -31.2% | -6.0% | -25.2% | -30.1% |
| YTD | -21.6% | +34.0% | -55.6% | -32.6% |
| 1Y | -38.8% | +35.6% | -74.3% | -48.2% |
| 3Y | +0.6% | +152.3% | -151.7% | -38.5% |
| All | -24.7% | +261.3% | -286.0% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling