+124.3%
XME vs SHAK
-2.6%
+127.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.6% |
| 7D | -4.2% | -8.3% | +4.1% | -2.6% |
| 30D | -2.7% | -12.6% | +9.9% | -0.1% |
| 3M | -3.9% | +9.1% | -13.0% | -5.9% |
| 6M | -1.0% | -31.2% | +30.3% | +4.9% |
| YTD | +9.8% | -21.6% | +31.4% | +12.7% |
| 1Y | +32.5% | -38.8% | +71.3% | +43.1% |
| 3Y | +124.3% | +0.6% | +123.7% | +103.4% |
| All | +124.3% | -2.6% | +127.0% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling