+118.2%
XRT vs SHAK
+43.4%
+74.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.5% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -5.6% | -5.2% | -0.4% | -4.5% |
| 3M | +2.5% | +27.3% | -24.7% | -3.9% |
| 6M | +3.7% | -27.9% | +31.5% | +9.3% |
| YTD | +1.0% | -17.0% | +17.9% | +2.4% |
| 1Y | -1.2% | -30.9% | +29.7% | +4.4% |
| 3Y | +43.4% | +3.4% | +40.0% | +30.5% |
| 5Y | -0.7% | -20.5% | +19.7% | -8.1% |
| 10Y | +123.7% | +88.3% | +35.4% | +66.4% |
| All | +118.2% | +43.4% | +74.8% | +63.7% |
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 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