+171.1%
XLB vs SHAK
+34.1%
+137.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.5% | 0.0% |
| 7D | -2.9% | -7.2% | +4.3% | -1.8% |
| 30D | -3.4% | -11.8% | +8.4% | -1.5% |
| 3M | +1.6% | +17.2% | -15.6% | -1.3% |
| 6M | +3.6% | -34.1% | +37.8% | +8.9% |
| YTD | +14.2% | -22.4% | +36.6% | +16.5% |
| 1Y | +15.6% | -35.9% | +51.5% | +21.3% |
| 3Y | +33.1% | -3.4% | +36.5% | +26.0% |
| 5Y | +35.0% | -25.4% | +60.5% | +28.2% |
| 10Y | +164.5% | +83.4% | +81.1% | +103.7% |
| All | +171.1% | +34.1% | +137.1% | +108.8% |
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