+1,026.7%
VLO vs SHAK
+43.4%
+983.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +3.8% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | +28.3% | -5.2% | +33.6% | +29.5% |
| 3M | +48.7% | +27.3% | +21.5% | +41.0% |
| 6M | +71.9% | -27.9% | +99.8% | +77.8% |
| YTD | +138.7% | -17.0% | +155.6% | +138.9% |
| 1Y | +148.5% | -30.9% | +179.4% | +156.9% |
| 3Y | +192.7% | +3.4% | +189.3% | +166.0% |
| 5Y | +601.6% | -20.5% | +622.1% | +539.3% |
| 10Y | +900.2% | +88.3% | +811.9% | +631.4% |
| All | +1,026.7% | +43.4% | +983.3% | +807.3% |
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