-5.8%
XLC vs SHAK
-21.2%
+15.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.4% | +3.2% |
| 7D | +1.8% | +8.3% | -6.6% | +1.2% |
| 30D | -6.0% | +16.7% | -22.7% | -7.0% |
| 3M | -6.0% | +10.0% | -16.0% | -6.8% |
| 6M | -9.1% | -23.8% | +14.7% | -8.7% |
| YTD | -10.0% | -10.3% | +0.3% | -10.7% |
| 1Y | -5.8% | -22.9% | +17.1% | -3.6% |
| All | -5.8% | -21.2% | +15.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling