+293.8%
QCOM vs SHAK
+54.6%
+239.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.5% | +0.9% |
| 7D | +13.0% | +4.1% | +8.9% | +12.1% |
| 30D | +0.2% | +2.3% | -2.1% | -0.3% |
| 3M | +9.2% | -0.2% | +9.5% | +8.8% |
| 6M | -15.0% | +10.1% | -25.1% | -17.8% |
| YTD | +5.2% | -10.5% | +15.6% | +3.8% |
| 1Y | +2.4% | -22.4% | +24.8% | +3.8% |
| 3Y | +52.0% | +32.1% | +19.9% | +33.9% |
| 5Y | +19.7% | -14.0% | +33.7% | +10.4% |
| 10Y | +246.9% | +92.7% | +154.2% | +162.8% |
| All | +293.8% | +54.6% | +239.1% | +199.5% |
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