+179.2%
XLE vs SHAK
+97.6%
+81.6%
-66.8%
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 | +5.4% | +4.3% | +1.1% | +4.6% |
| 30D | -3.9% | +9.0% | -13.0% | -5.7% |
| 3M | +7.0% | +1.8% | +5.2% | +6.0% |
| 6M | +14.2% | +17.3% | -3.1% | +9.2% |
| YTD | +48.2% | -7.6% | +55.8% | +44.9% |
| 1Y | +47.7% | -16.9% | +64.6% | +47.3% |
| 3Y | +70.0% | +35.1% | +35.0% | +43.8% |
| 5Y | +169.1% | -11.3% | +180.4% | +138.9% |
| All | +179.2% | +97.6% | +81.6% | +77.1% |
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