+166.5%
XLE vs SHAK
-13.2%
+179.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.7% | +1.7% |
| 7D | +4.4% | +4.1% | +0.3% | +4.0% |
| 30D | -4.3% | +2.3% | -6.6% | -4.5% |
| 3M | +6.0% | -0.2% | +6.3% | +5.8% |
| 6M | +13.2% | +10.1% | +3.1% | +11.7% |
| YTD | +46.7% | -10.5% | +57.2% | +45.8% |
| 1Y | +46.6% | -22.4% | +69.0% | +48.0% |
| 3Y | +69.6% | +32.1% | +37.5% | +58.2% |
| 5Y | +166.5% | -14.0% | +180.5% | +160.2% |
| All | +166.5% | -13.2% | +179.7% | +160.2% |
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