+88.2%
XLRE vs SHAK
+87.2%
+1.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | -1.2% | -8.3% | +7.1% | +0.1% |
| 30D | -2.4% | -12.6% | +10.2% | -0.4% |
| 3M | -2.5% | +9.1% | -11.6% | -4.3% |
| 6M | +4.0% | -31.2% | +35.2% | +8.4% |
| YTD | +9.3% | -21.6% | +30.9% | +11.0% |
| 1Y | +5.6% | -38.8% | +44.4% | +11.5% |
| 3Y | +31.3% | +0.6% | +30.7% | +21.9% |
| 5Y | +9.5% | -22.5% | +32.1% | +1.9% |
| All | +88.2% | +87.2% | +1.0% | +43.6% |
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 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