-1.6%
XLY vs SHAK
-26.3%
+24.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.3% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +5.3% | +8.1% | -2.8% | +4.3% |
| 3M | -0.6% | -6.1% | +5.4% | -0.1% |
| 6M | +0.1% | -27.7% | +27.8% | +2.8% |
| YTD | -0.9% | -14.0% | +13.1% | -1.8% |
| 1Y | -1.6% | -27.1% | +25.5% | +2.8% |
| All | -1.6% | -26.3% | +24.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling