+415.4%
XME vs SHAK
+43.4%
+372.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.8% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +3.6% | -5.2% | +8.9% | +4.8% |
| 3M | +1.2% | +27.3% | -26.0% | -4.6% |
| 6M | +9.0% | -27.9% | +36.9% | +14.6% |
| YTD | +15.9% | -17.0% | +32.9% | +17.7% |
| 1Y | +43.2% | -30.9% | +74.1% | +51.0% |
| 3Y | +137.4% | +3.4% | +134.0% | +118.0% |
| 5Y | +185.0% | -20.5% | +205.5% | +164.1% |
| 10Y | +409.5% | +88.3% | +321.2% | +263.3% |
| All | +415.4% | +43.4% | +372.0% | +265.5% |
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