+209.0%
XOM vs SHAK
+31.3%
+177.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +1.9% | -11.0% | +12.8% | +3.2% |
| 30D | +4.1% | -14.0% | +18.1% | +5.8% |
| 3M | +10.4% | +13.3% | -2.8% | +8.1% |
| 6M | +13.0% | -35.3% | +48.4% | +17.3% |
| YTD | +40.1% | -24.0% | +64.0% | +41.7% |
| 1Y | +51.1% | -36.7% | +87.8% | +56.2% |
| 3Y | +57.7% | -5.4% | +63.1% | +48.5% |
| 5Y | +264.7% | -24.9% | +289.6% | +242.0% |
| 10Y | +193.1% | +79.6% | +113.5% | +129.9% |
| All | +209.0% | +31.3% | +177.7% | +146.2% |
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 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