+242.6%
QCOM vs SHAK
+97.6%
+145.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -3.3% |
| 7D | +4.3% | +4.3% | 0.0% | +3.2% |
| 30D | -0.1% | +9.0% | -9.1% | -2.1% |
| 3M | +5.2% | +1.8% | +3.4% | +4.2% |
| 6M | -18.4% | +17.3% | -35.7% | -22.6% |
| YTD | +2.4% | -7.6% | +10.0% | 0.0% |
| 1Y | +0.9% | -16.9% | +17.8% | +0.9% |
| 3Y | +48.4% | +35.1% | +13.3% | +26.1% |
| 5Y | +16.6% | -11.3% | +27.8% | +4.5% |
| All | +242.6% | +97.6% | +145.1% | +130.3% |
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