+139.9%
XBI vs SHAK
+35.4%
+104.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.2% |
| 7D | -4.6% | -8.3% | +3.6% | -2.7% |
| 30D | -2.0% | -12.6% | +10.6% | +1.1% |
| 3M | +17.8% | +9.1% | +8.7% | +14.3% |
| 6M | +23.7% | -31.2% | +55.0% | +31.9% |
| YTD | +28.2% | -21.6% | +49.8% | +31.6% |
| 1Y | +64.0% | -38.8% | +102.7% | +78.1% |
| 3Y | +99.4% | +0.6% | +98.8% | +80.5% |
| 5Y | +19.3% | -22.5% | +41.9% | +10.3% |
| 10Y | +158.7% | +85.3% | +73.4% | +78.9% |
| All | +139.9% | +35.4% | +104.5% | +66.6% |
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 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