+123.0%
XRT vs SHAK
+87.2%
+35.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.5% |
| 7D | -3.2% | -8.3% | +5.1% | -0.9% |
| 30D | -4.5% | -12.6% | +8.1% | -1.0% |
| 3M | -3.1% | +9.1% | -12.2% | -6.2% |
| 6M | +4.2% | -31.2% | +35.5% | +12.1% |
| YTD | -0.1% | -21.6% | +21.5% | +2.9% |
| 1Y | -3.0% | -38.8% | +35.7% | +6.8% |
| 3Y | +41.8% | +0.6% | +41.2% | +26.4% |
| 5Y | -1.3% | -22.5% | +21.3% | -10.2% |
| All | +123.0% | +87.2% | +35.8% | +41.2% |
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 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