+282.9%
QCOM vs SHAK
+87.2%
+195.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.2% |
| 7D | +7.8% | -8.3% | +16.1% | +9.8% |
| 30D | +12.2% | -12.6% | +24.8% | +15.3% |
| 3M | -9.9% | +9.1% | -19.0% | -12.4% |
| 6M | +36.9% | -31.2% | +68.2% | +44.3% |
| YTD | +8.0% | -21.6% | +29.6% | +9.8% |
| 1Y | +15.0% | -38.8% | +53.8% | +23.7% |
| 3Y | +75.8% | +0.6% | +75.2% | +60.6% |
| 5Y | +42.2% | -22.5% | +64.7% | +31.5% |
| All | +282.9% | +87.2% | +195.7% | +178.6% |
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