+99.4%
XBI vs SHAK
-2.6%
+102.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | -4.6% | -8.3% | +3.6% | -3.2% |
| 30D | -2.0% | -12.6% | +10.6% | +0.3% |
| 3M | +17.8% | +9.1% | +8.7% | +15.2% |
| 6M | +23.7% | -31.2% | +55.0% | +30.3% |
| YTD | +28.2% | -21.6% | +49.8% | +30.9% |
| 1Y | +64.0% | -38.8% | +102.7% | +75.6% |
| 3Y | +99.4% | +0.6% | +98.8% | +66.2% |
| All | +99.4% | -2.6% | +102.0% | +66.2% |
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