+176.9%
XLE vs SHAK
+81.5%
+95.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.2% |
| 7D | +0.5% | -11.0% | +11.4% | +2.5% |
| 30D | +6.6% | -14.0% | +20.6% | +9.3% |
| 3M | +12.3% | +13.3% | -1.0% | +8.7% |
| 6M | +18.4% | -35.3% | +53.7% | +25.1% |
| YTD | +47.2% | -24.0% | +71.2% | +49.7% |
| 1Y | +50.3% | -36.7% | +87.0% | +57.8% |
| 3Y | +55.3% | -5.4% | +60.7% | +41.6% |
| 5Y | +226.0% | -24.9% | +250.9% | +196.0% |
| All | +176.9% | +81.5% | +95.5% | +82.4% |
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 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