+169.4%
XLV vs SHAK
+87.2%
+82.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -0.5% |
| 7D | -3.6% | -8.3% | +4.7% | -2.6% |
| 30D | -1.8% | -12.6% | +10.8% | -0.4% |
| 3M | +7.8% | +9.1% | -1.3% | +6.4% |
| 6M | +9.1% | -31.2% | +40.4% | +12.4% |
| YTD | +7.7% | -21.6% | +29.3% | +9.1% |
| 1Y | +20.4% | -38.8% | +59.2% | +25.2% |
| 3Y | +30.8% | +0.6% | +30.2% | +24.5% |
| 5Y | +34.6% | -22.5% | +57.2% | +28.2% |
| All | +169.4% | +87.2% | +82.2% | +106.4% |
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