+142.8%
XYL vs SHAK
+87.2%
+55.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | +1.2% | -8.3% | +9.5% | +2.9% |
| 30D | -11.9% | -12.6% | +0.7% | -9.6% |
| 3M | -1.5% | +9.1% | -10.7% | -3.7% |
| 6M | -11.9% | -31.2% | +19.3% | -7.1% |
| YTD | -20.6% | -21.6% | +1.0% | -18.7% |
| 1Y | -23.5% | -38.8% | +15.3% | -18.0% |
| 3Y | +14.9% | +0.6% | +14.2% | +5.0% |
| 5Y | -15.3% | -22.5% | +7.2% | -22.1% |
| All | +142.8% | +87.2% | +55.6% | +57.8% |
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