+106.2%
XLP vs SHAK
+77.6%
+28.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.4% | -0.6% |
| 7D | -2.9% | -7.2% | +4.3% | -2.3% |
| 30D | -2.2% | -11.8% | +9.6% | -1.2% |
| 3M | -0.6% | +17.2% | -17.7% | -2.1% |
| 6M | -2.2% | -34.1% | +32.0% | +0.4% |
| YTD | +8.3% | -22.4% | +30.6% | +9.3% |
| 1Y | +5.7% | -35.9% | +41.6% | +8.3% |
| 3Y | +25.7% | -3.4% | +29.0% | +20.9% |
| 5Y | +31.3% | -25.4% | +56.7% | +26.1% |
| 10Y | +106.2% | +83.4% | +22.7% | +73.6% |
| All | +106.2% | +77.6% | +28.5% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling