+135.4%
XLP vs SHAK
+111.2%
+24.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +2.3% | +8.2% | -5.9% | +1.6% |
| 30D | +9.1% | +13.5% | -4.3% | +7.9% |
| 3M | +7.9% | +6.2% | +1.6% | +7.1% |
| 6M | +9.6% | +8.2% | +1.4% | +8.3% |
| YTD | +19.4% | -6.5% | +25.9% | +18.5% |
| 1Y | +22.4% | -19.2% | +41.6% | +22.9% |
| 3Y | +43.2% | +37.9% | +5.3% | +33.1% |
| 5Y | +42.6% | -9.5% | +52.0% | +34.8% |
| 10Y | +135.4% | +106.2% | +29.2% | +88.8% |
| All | +135.4% | +111.2% | +24.2% | +88.8% |
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 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