+160.2%
XLP vs SHAK
+59.7%
+100.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -0.5% | +3.0% | -3.6% | -0.8% |
| 30D | +8.3% | +8.2% | +0.1% | +7.6% |
| 3M | +8.7% | +4.6% | +4.1% | +8.2% |
| 6M | +11.2% | +16.3% | -5.2% | +9.5% |
| YTD | +20.0% | -7.6% | +27.5% | +19.3% |
| 1Y | +21.3% | -18.7% | +40.1% | +21.8% |
| 3Y | +43.8% | +36.4% | +7.5% | +35.8% |
| 5Y | +43.3% | -10.5% | +53.8% | +37.0% |
| 10Y | +136.8% | +99.0% | +37.8% | +104.4% |
| All | +160.2% | +59.7% | +100.6% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling