+141.4%
XLC vs SHAK
+0.4%
+140.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +0.2% | -5.2% | +5.5% | +1.2% |
| 3M | +0.6% | +27.3% | -26.6% | -4.4% |
| 6M | -4.5% | -27.9% | +23.4% | -0.6% |
| YTD | -4.7% | -17.0% | +12.2% | -4.0% |
| 1Y | -1.7% | -30.9% | +29.3% | +2.4% |
| 3Y | +72.3% | +3.4% | +68.9% | +57.3% |
| 5Y | +37.8% | -20.5% | +58.2% | +26.4% |
| All | +141.4% | +0.4% | +140.9% | +72.4% |
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