+266.7%
XYL vs SHAK
+34.1%
+232.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | +0.1% |
| 7D | +0.8% | -7.2% | +8.0% | +2.1% |
| 30D | -10.8% | -11.8% | +1.0% | -8.9% |
| 3M | -2.5% | +17.2% | -19.7% | -5.7% |
| 6M | -12.2% | -34.1% | +22.0% | -7.2% |
| YTD | -20.1% | -22.4% | +2.3% | -18.2% |
| 1Y | -20.6% | -35.9% | +15.3% | -16.3% |
| 3Y | +17.3% | -3.4% | +20.7% | +10.0% |
| 5Y | -14.5% | -25.4% | +10.9% | -19.4% |
| 10Y | +150.2% | +83.4% | +66.8% | +90.9% |
| All | +266.7% | +34.1% | +232.6% | +182.0% |
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