+227.7%
XLE vs SHAK
-25.9%
+253.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.3% |
| 7D | +0.3% | -7.2% | +7.5% | +0.9% |
| 30D | +8.5% | -11.8% | +20.3% | +9.5% |
| 3M | +14.6% | +17.2% | -2.5% | +12.6% |
| 6M | +17.6% | -34.1% | +51.7% | +20.8% |
| YTD | +48.1% | -22.4% | +70.5% | +49.1% |
| 1Y | +53.8% | -35.9% | +89.7% | +57.7% |
| 3Y | +56.2% | -3.4% | +59.6% | +50.3% |
| 5Y | +227.7% | -25.4% | +253.1% | +218.6% |
| All | +227.7% | -25.9% | +253.6% | +218.6% |
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