-99.1%
QID vs SHAK
+87.2%
-186.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -0.5% |
| 7D | +1.3% | -8.3% | +9.6% | -2.0% |
| 30D | +2.9% | -12.6% | +15.6% | -2.1% |
| 3M | -0.7% | +9.1% | -9.8% | +3.5% |
| 6M | -29.7% | -31.2% | +1.6% | -37.2% |
| YTD | -27.9% | -21.6% | -6.3% | -31.3% |
| 1Y | -34.6% | -38.8% | +4.2% | -43.4% |
| 3Y | -73.5% | +0.6% | -74.1% | -67.2% |
| 5Y | -81.0% | -22.5% | -58.5% | -73.5% |
| All | -99.1% | +87.2% | -186.3% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling