+143.7%
XLC vs SHAK
-5.2%
+148.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | +0.5% | -8.3% | +8.8% | +2.1% |
| 30D | +2.1% | -12.6% | +14.8% | +4.6% |
| 3M | +0.7% | +9.1% | -8.4% | -1.5% |
| 6M | -3.2% | -31.2% | +28.0% | +1.6% |
| YTD | -3.8% | -21.6% | +17.8% | -2.1% |
| 1Y | -2.0% | -38.8% | +36.7% | +4.4% |
| 3Y | +71.4% | +0.6% | +70.7% | +57.1% |
| 5Y | +40.7% | -22.5% | +63.2% | +29.7% |
| All | +143.7% | -5.2% | +148.9% | +75.9% |
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