+210.0%
SHEL vs SHAK
+87.2%
+122.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.3% |
| 7D | +4.1% | -8.3% | +12.4% | +5.5% |
| 30D | +8.4% | -12.6% | +21.0% | +10.6% |
| 3M | +13.7% | +9.1% | +4.6% | +11.3% |
| 6M | +12.7% | -31.2% | +44.0% | +17.4% |
| YTD | +35.3% | -21.6% | +56.9% | +37.1% |
| 1Y | +39.4% | -38.8% | +78.1% | +47.0% |
| 3Y | +71.5% | +0.6% | +70.8% | +56.2% |
| 5Y | +195.0% | -22.5% | +217.5% | +169.9% |
| All | +210.0% | +87.2% | +122.8% | +109.7% |
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