+39.3%
XLC vs SHAK
-27.4%
+66.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -1.7% | -11.0% | +9.3% | +0.4% |
| 30D | +0.2% | -14.0% | +14.2% | +3.0% |
| 3M | +0.7% | +13.3% | -12.5% | -2.3% |
| 6M | -4.5% | -35.3% | +30.9% | +1.5% |
| YTD | -4.7% | -24.0% | +19.3% | -2.6% |
| 1Y | -1.5% | -36.7% | +35.2% | +4.2% |
| 3Y | +72.2% | -5.4% | +77.6% | +56.3% |
| 5Y | +39.3% | -24.9% | +64.2% | +25.6% |
| All | +39.3% | -27.4% | +66.7% | +25.6% |
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 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