+191.2%
VLO vs SHAK
-5.6%
+196.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +4.0% | -11.0% | +14.9% | +5.0% |
| 30D | +19.0% | -14.0% | +33.0% | +20.5% |
| 3M | +50.0% | +13.3% | +36.7% | +47.3% |
| 6M | +79.1% | -35.3% | +114.5% | +85.3% |
| YTD | +140.3% | -24.0% | +164.3% | +141.4% |
| 1Y | +148.3% | -36.7% | +185.0% | +156.2% |
| All | +191.2% | -5.6% | +196.8% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling