-45.8%
XE vs SHAK
-37.7%
-8.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.1% | -6.2% | -8.0% |
| 7D | -11.4% | -11.0% | -0.5% | -10.5% |
| 30D | -23.0% | -14.0% | -9.0% | -21.9% |
| 3M | -12.1% | +13.3% | -25.4% | -12.2% |
| All | -45.8% | -37.7% | -8.0% | -41.2% |
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 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 · Available span rolling