+20.7%
XLK vs SHAK
-21.2%
+42.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.2% |
| 7D | -7.6% | +8.3% | -15.9% | -8.1% |
| 30D | -12.2% | +16.7% | -28.9% | -13.1% |
| 3M | -5.5% | +10.0% | -15.4% | -6.3% |
| 6M | +9.2% | -23.8% | +33.0% | +12.0% |
| YTD | +23.0% | -10.3% | +33.3% | +23.3% |
| 1Y | +20.7% | -22.9% | +43.6% | +26.9% |
| All | +20.7% | -21.2% | +42.0% | +26.9% |
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