+285.7%
QCOM vs SHAK
+61.5%
+224.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +5.5% | +8.2% | -2.7% | +4.0% |
| 30D | -1.1% | +13.5% | -14.6% | -3.5% |
| 3M | +7.6% | +6.2% | +1.4% | +5.9% |
| 6M | -20.1% | +8.2% | -28.3% | -22.6% |
| YTD | +3.0% | -6.5% | +9.5% | +0.8% |
| 1Y | +3.2% | -19.2% | +22.4% | +4.0% |
| 3Y | +48.9% | +37.9% | +10.9% | +30.1% |
| 5Y | +21.1% | -9.5% | +30.5% | +10.6% |
| 10Y | +242.8% | +106.2% | +136.6% | +157.1% |
| All | +285.7% | +61.5% | +224.3% | +191.0% |
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