+139.1%
XLP vs SHAK
+47.7%
+91.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -0.9% | -6.6% | +5.8% | -0.4% |
| 3M | +3.8% | +30.1% | -26.2% | +1.6% |
| 6M | -1.7% | -28.7% | +27.0% | -0.1% |
| YTD | +10.3% | -14.5% | +24.8% | +10.4% |
| 1Y | +7.8% | -31.9% | +39.7% | +9.6% |
| 3Y | +27.2% | -1.0% | +28.2% | +23.2% |
| 5Y | +32.5% | -18.7% | +51.2% | +27.5% |
| 10Y | +101.8% | +98.1% | +3.7% | +75.2% |
| All | +139.1% | +47.7% | +91.4% | +108.8% |
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 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