+165.9%
XLE vs SHAK
+47.7%
+118.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | -6.6% | +18.4% | +12.9% |
| 3M | +9.8% | +30.1% | -20.2% | +4.3% |
| 6M | +15.6% | -28.7% | +44.3% | +19.7% |
| YTD | +45.3% | -14.5% | +59.8% | +44.9% |
| 1Y | +48.3% | -31.9% | +80.2% | +53.5% |
| 3Y | +55.4% | -1.0% | +56.4% | +43.2% |
| 5Y | +216.1% | -18.7% | +234.8% | +188.5% |
| 10Y | +178.4% | +98.1% | +80.3% | +99.6% |
| All | +165.9% | +47.7% | +118.2% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling