+15.0%
QCOM vs SHAK
-34.9%
+49.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.8% |
| 7D | +7.8% | -8.3% | +16.1% | +8.0% |
| 30D | +12.2% | -12.6% | +24.8% | +12.6% |
| 3M | -9.9% | +9.1% | -19.0% | -10.3% |
| 6M | +36.9% | -31.2% | +68.2% | +41.0% |
| YTD | +8.0% | -21.6% | +29.6% | +6.1% |
| 1Y | +15.0% | -38.8% | +53.8% | +18.6% |
| All | +15.0% | -34.9% | +49.9% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling