+159.8%
XLB vs SHAK
+87.2%
+72.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -2.8% | -8.3% | +5.4% | -1.4% |
| 30D | -3.1% | -12.6% | +9.5% | -0.8% |
| 3M | -0.2% | +9.1% | -9.3% | -2.1% |
| 6M | +3.1% | -31.2% | +34.3% | +8.1% |
| YTD | +13.3% | -21.6% | +34.9% | +15.5% |
| 1Y | +12.0% | -38.8% | +50.8% | +19.2% |
| 3Y | +31.4% | +0.6% | +30.8% | +22.1% |
| 5Y | +33.9% | -22.5% | +56.5% | +24.9% |
| All | +159.8% | +87.2% | +72.6% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling