+60.5%
XOM vs SHAK
-2.6%
+63.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.4% |
| 7D | +4.1% | -8.3% | +12.4% | +4.3% |
| 30D | +4.6% | -12.6% | +17.2% | +5.0% |
| 3M | +14.0% | +9.1% | +4.8% | +13.4% |
| 6M | +11.0% | -31.2% | +42.2% | +12.3% |
| YTD | +40.7% | -21.6% | +62.3% | +40.8% |
| 1Y | +52.3% | -38.8% | +91.1% | +55.2% |
| 3Y | +60.5% | +0.6% | +59.8% | +55.9% |
| All | +60.5% | -2.6% | +63.1% | +55.9% |
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