-2.6%
XRT vs SHAK
-27.4%
+24.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -3.6% | -11.0% | +7.4% | -0.5% |
| 30D | -6.7% | -14.0% | +7.3% | -2.9% |
| 3M | -1.4% | +13.3% | -14.6% | -5.5% |
| 6M | +1.7% | -35.3% | +37.0% | +11.3% |
| YTD | -1.5% | -24.0% | +22.5% | +2.2% |
| 1Y | -2.5% | -36.7% | +34.2% | +6.3% |
| 3Y | +39.9% | -5.4% | +45.3% | +23.7% |
| 5Y | -2.6% | -24.9% | +22.3% | -16.7% |
| All | -2.6% | -27.4% | +24.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling