+45.6%
XEL vs SHAK
-2.6%
+48.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | +0.1% |
| 7D | -0.3% | -8.3% | +8.0% | -0.2% |
| 30D | -3.9% | -12.6% | +8.7% | -3.7% |
| 3M | -2.8% | +9.1% | -11.9% | -3.0% |
| 6M | -5.4% | -31.2% | +25.9% | -4.9% |
| YTD | +3.8% | -21.6% | +25.3% | +3.8% |
| 1Y | +6.8% | -38.8% | +45.6% | +7.5% |
| 3Y | +45.6% | +0.6% | +45.0% | +33.3% |
| All | +45.6% | -2.6% | +48.2% | +33.3% |
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 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