+181.2%
SHEL vs SHAK
+31.3%
+149.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +3.9% | -11.0% | +14.9% | +5.7% |
| 30D | +7.0% | -14.0% | +21.0% | +9.2% |
| 3M | +12.5% | +13.3% | -0.8% | +9.6% |
| 6M | +14.8% | -35.3% | +50.1% | +20.3% |
| YTD | +34.2% | -24.0% | +58.2% | +36.5% |
| 1Y | +37.0% | -36.7% | +73.7% | +43.0% |
| 3Y | +70.9% | -5.4% | +76.3% | +59.4% |
| 5Y | +192.5% | -24.9% | +217.4% | +172.1% |
| 10Y | +208.5% | +79.6% | +128.8% | +127.8% |
| All | +181.2% | +31.3% | +149.9% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling