+135.9%
XLU vs SHAK
+87.2%
+48.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | -1.6% | -8.3% | +6.7% | -0.8% |
| 30D | -3.3% | -12.6% | +9.3% | -2.1% |
| 3M | -3.2% | +9.1% | -12.3% | -4.2% |
| 6M | -7.0% | -31.2% | +24.3% | -4.6% |
| YTD | +0.6% | -21.6% | +22.2% | +1.5% |
| 1Y | +2.4% | -38.8% | +41.2% | +5.8% |
| 3Y | +46.3% | +0.6% | +45.6% | +39.4% |
| 5Y | +44.0% | -22.5% | +66.5% | +37.1% |
| All | +135.9% | +87.2% | +48.7% | +98.2% |
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 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