+275.1%
QCOM vs SHAK
+47.7%
+227.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | +7.7% | -6.6% | +14.3% | +9.0% |
| 3M | -30.1% | +30.1% | -60.1% | -34.0% |
| 6M | +22.8% | -28.7% | +51.6% | +28.0% |
| YTD | +0.2% | -14.5% | +14.7% | +0.1% |
| 1Y | +7.9% | -31.9% | +39.7% | +12.7% |
| 3Y | +55.8% | -1.0% | +56.8% | +45.7% |
| 5Y | +30.1% | -18.7% | +48.8% | +21.2% |
| 10Y | +248.9% | +98.1% | +150.8% | +166.1% |
| All | +275.1% | +47.7% | +227.4% | +189.0% |
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