+55.0%
XOP vs SHAK
+87.2%
-32.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.6% |
| 7D | +2.6% | -8.3% | +10.9% | +4.7% |
| 30D | +9.6% | -12.6% | +22.2% | +13.0% |
| 3M | +20.4% | +9.1% | +11.2% | +16.3% |
| 6M | +19.9% | -31.2% | +51.2% | +26.6% |
| YTD | +56.4% | -21.6% | +78.0% | +58.1% |
| 1Y | +52.4% | -38.8% | +91.2% | +64.1% |
| 3Y | +39.9% | +0.6% | +39.3% | +21.0% |
| 5Y | +163.7% | -22.5% | +186.3% | +130.2% |
| All | +55.0% | +87.2% | -32.2% | -6.8% |
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