+283.1%
XLI vs SHAK
+31.3%
+251.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.3% | -11.0% | +8.7% | -0.5% |
| 30D | -8.2% | -14.0% | +5.9% | -5.9% |
| 3M | +0.8% | +13.3% | -12.5% | -1.8% |
| 6M | +0.8% | -35.3% | +36.2% | +6.4% |
| YTD | +10.5% | -24.0% | +34.5% | +13.2% |
| 1Y | +14.1% | -36.7% | +50.8% | +20.1% |
| 3Y | +68.6% | -5.4% | +74.0% | +60.2% |
| 5Y | +80.4% | -24.9% | +105.3% | +71.1% |
| 10Y | +254.6% | +79.6% | +175.0% | +176.4% |
| All | +283.1% | +31.3% | +251.8% | +199.8% |
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