+7.0%
XLP vs SHAK
-30.7%
+37.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -1.3% | -5.2% | +4.0% | -1.1% |
| 3M | +1.8% | +27.3% | -25.4% | +0.8% |
| 6M | -0.8% | -27.9% | +27.1% | -0.1% |
| YTD | +9.5% | -17.0% | +26.5% | +9.5% |
| All | +7.0% | -30.7% | +37.7% | +7.3% |
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