+37.3%
SHAK vs XPO
+1,300.5%
-1,263.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.1% | -3.5% | -5.4% |
| 7D | -7.2% | -0.9% | -6.3% | -6.9% |
| 30D | -11.8% | -8.1% | -3.7% | -9.2% |
| 3M | +17.2% | -19.0% | +36.2% | +25.5% |
| 6M | -34.1% | -5.2% | -29.0% | -33.3% |
| YTD | -22.4% | +35.6% | -57.9% | -31.1% |
| 1Y | -35.9% | +41.1% | -77.0% | -44.3% |
| 3Y | -3.4% | +157.9% | -161.3% | -33.4% |
| 5Y | -25.4% | +265.6% | -291.1% | -56.4% |
| 10Y | +83.4% | +1,516.8% | -1,433.4% | -30.5% |
| All | +37.3% | +1,300.5% | -1,263.2% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling