+30.7%
XOP vs SHAK
+34.1%
-3.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +2.1% |
| 7D | +1.0% | -7.2% | +8.2% | +2.6% |
| 30D | +10.8% | -11.8% | +22.7% | +13.9% |
| 3M | +19.5% | +17.2% | +2.3% | +13.7% |
| 6M | +21.6% | -34.1% | +55.7% | +29.3% |
| YTD | +55.8% | -22.4% | +78.2% | +58.0% |
| 1Y | +54.6% | -35.9% | +90.6% | +63.5% |
| 3Y | +36.6% | -3.4% | +40.0% | +22.1% |
| 5Y | +160.6% | -25.4% | +186.1% | +134.8% |
| 10Y | +56.2% | +83.4% | -27.2% | +4.8% |
| All | +30.7% | +34.1% | -3.3% | -7.3% |
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