+44.0%
XLP vs SHAK
+36.6%
+7.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.3% | -6.4% | +0.5% |
| 7D | +0.1% | +6.5% | -6.4% | -0.3% |
| 30D | +8.9% | +15.3% | -6.4% | +8.1% |
| 3M | +7.5% | +8.5% | -1.0% | +6.9% |
| 6M | +9.4% | +10.0% | -0.6% | +8.5% |
| YTD | +19.3% | -5.0% | +24.2% | +18.5% |
| 1Y | +21.7% | -15.3% | +37.1% | +21.6% |
| 3Y | +44.0% | +40.7% | +3.3% | +35.2% |
| All | +44.0% | +36.6% | +7.3% | +35.2% |
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