+74.2%
XLF vs SHAK
-2.6%
+76.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -1.5% | -8.3% | +6.8% | -0.4% |
| 30D | -1.2% | -12.6% | +11.5% | +0.5% |
| 3M | +9.2% | +9.1% | +0.1% | +7.5% |
| 6M | +16.3% | -31.2% | +47.6% | +20.6% |
| YTD | +5.4% | -21.6% | +27.0% | +7.0% |
| 1Y | +7.6% | -38.8% | +46.4% | +13.1% |
| 3Y | +74.2% | +0.6% | +73.6% | +68.0% |
| All | +74.2% | -2.6% | +76.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling