+70.3%
XLI vs SHAK
-2.6%
+73.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.6% |
| 7D | -1.7% | -8.3% | +6.6% | -0.5% |
| 30D | -7.3% | -12.6% | +5.4% | -5.5% |
| 3M | -1.3% | +9.1% | -10.5% | -3.0% |
| 6M | +2.2% | -31.2% | +33.5% | +6.6% |
| YTD | +11.7% | -21.6% | +33.3% | +13.7% |
| 1Y | +14.3% | -38.8% | +53.0% | +20.7% |
| 3Y | +70.3% | +0.6% | +69.7% | +62.5% |
| All | +70.3% | -2.6% | +73.0% | +62.5% |
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