+39.9%
XOP vs SHAK
-2.6%
+42.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.1% |
| 7D | +2.6% | -8.3% | +10.9% | +3.4% |
| 30D | +9.6% | -12.6% | +22.2% | +10.8% |
| 3M | +20.4% | +9.1% | +11.2% | +18.7% |
| 6M | +19.9% | -31.2% | +51.2% | +23.3% |
| YTD | +56.4% | -21.6% | +78.0% | +56.8% |
| 1Y | +52.4% | -38.8% | +91.2% | +59.1% |
| 3Y | +39.9% | +0.6% | +39.3% | +32.1% |
| All | +39.9% | -2.6% | +42.5% | +32.1% |
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