+81.8%
XLI vs SHAK
-22.8%
+104.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.6% |
| 7D | -1.7% | -8.3% | +6.6% | -0.4% |
| 30D | -7.3% | -12.6% | +5.4% | -5.4% |
| 3M | -1.3% | +9.1% | -10.5% | -3.1% |
| 6M | +2.2% | -31.2% | +33.5% | +6.7% |
| YTD | +11.7% | -21.6% | +33.3% | +13.8% |
| 1Y | +14.3% | -38.8% | +53.0% | +20.9% |
| 3Y | +70.3% | +0.6% | +69.7% | +60.2% |
| All | +81.8% | -22.8% | +104.6% | +71.2% |
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