+74.8%
QCOM vs SHAK
+1.3%
+73.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.6% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | +4.3% | -5.2% | +9.5% | +5.1% |
| 3M | -19.6% | +27.3% | -46.9% | -23.4% |
| 6M | +29.5% | -27.9% | +57.4% | +34.8% |
| YTD | +3.4% | -17.0% | +20.3% | +3.6% |
| 1Y | +10.9% | -30.9% | +41.8% | +15.8% |
| 3Y | +74.8% | +3.4% | +71.4% | +65.9% |
| All | +74.8% | +1.3% | +73.5% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling