+17.2%
XLI vs SHAK
-34.0%
+51.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -5.9% | -6.6% | +0.7% | -5.3% |
| 3M | -0.3% | +30.1% | -30.3% | -3.2% |
| 6M | +0.1% | -28.7% | +28.9% | +3.5% |
| YTD | +13.6% | -14.5% | +28.1% | +14.5% |
| 1Y | +17.2% | -31.9% | +49.1% | +21.6% |
| All | +17.2% | -34.0% | +51.2% | +21.6% |
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 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