+47.7%
XLE vs SHAK
-20.2%
+67.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +1.2% |
| 7D | +5.4% | +4.3% | +1.1% | +5.7% |
| 30D | -3.9% | +9.0% | -13.0% | -3.4% |
| 3M | +7.0% | +1.8% | +5.2% | +7.3% |
| 6M | +14.2% | +17.3% | -3.1% | +15.7% |
| YTD | +48.2% | -7.6% | +55.8% | +51.6% |
| 1Y | +47.7% | -16.9% | +64.6% | +51.4% |
| All | +47.7% | -20.2% | +67.8% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling