+266.1%
XLY vs SHAK
+35.4%
+230.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.3% |
| 7D | -1.7% | -8.3% | +6.6% | 0.0% |
| 30D | -4.2% | -12.6% | +8.5% | -1.7% |
| 3M | -2.7% | +9.1% | -11.8% | -4.9% |
| 6M | -0.6% | -31.2% | +30.6% | +4.7% |
| YTD | -5.0% | -21.6% | +16.6% | -3.0% |
| 1Y | -4.1% | -38.8% | +34.7% | +2.7% |
| 3Y | +33.6% | +0.6% | +33.0% | +24.7% |
| 5Y | +28.7% | -22.5% | +51.2% | +21.2% |
| 10Y | +219.6% | +85.3% | +134.3% | +148.0% |
| All | +266.1% | +35.4% | +230.7% | +188.3% |
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