+32.0%
XEL vs SHAK
-22.8%
+54.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | 0.0% |
| 7D | -0.3% | -8.3% | +8.0% | -0.1% |
| 30D | -3.9% | -12.6% | +8.7% | -3.6% |
| 3M | -2.8% | +9.1% | -11.9% | -3.2% |
| 6M | -5.4% | -31.2% | +25.9% | -4.6% |
| YTD | +3.8% | -21.6% | +25.3% | +4.0% |
| 1Y | +6.8% | -38.8% | +45.6% | +8.0% |
| 3Y | +45.6% | +0.6% | +45.0% | +41.4% |
| All | +32.0% | -22.8% | +54.8% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling