+192.9%
XOM vs SHAK
+87.2%
+105.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | 0.0% |
| 7D | +4.1% | -8.3% | +12.4% | +5.2% |
| 30D | +4.6% | -12.6% | +17.2% | +6.3% |
| 3M | +14.0% | +9.1% | +4.8% | +11.9% |
| 6M | +11.0% | -31.2% | +42.2% | +14.7% |
| YTD | +40.7% | -21.6% | +62.3% | +41.9% |
| 1Y | +52.3% | -38.8% | +91.1% | +59.1% |
| 3Y | +60.5% | +0.6% | +59.8% | +47.5% |
| 5Y | +266.4% | -22.5% | +288.9% | +237.5% |
| All | +192.9% | +87.2% | +105.7% | +107.2% |
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