+120.4%
XLK vs SHAK
-2.6%
+123.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +0.8% |
| 7D | +0.2% | -8.3% | +8.5% | +1.6% |
| 30D | -0.6% | -12.6% | +12.0% | +1.4% |
| 3M | +2.6% | +9.1% | -6.6% | +0.4% |
| 6M | +34.0% | -31.2% | +65.2% | +40.2% |
| YTD | +30.7% | -21.6% | +52.3% | +32.8% |
| 1Y | +39.2% | -38.8% | +78.0% | +48.3% |
| 3Y | +120.4% | +0.6% | +119.8% | +116.8% |
| All | +120.4% | -2.6% | +123.1% | +116.8% |
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 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