-81.0%
QID vs SHAK
-22.8%
-58.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -0.5% |
| 7D | +1.3% | -8.3% | +9.6% | -2.2% |
| 30D | +2.9% | -12.6% | +15.6% | -2.4% |
| 3M | -0.7% | +9.1% | -9.8% | +3.9% |
| 6M | -29.7% | -31.2% | +1.6% | -38.0% |
| YTD | -27.9% | -21.6% | -6.3% | -31.6% |
| 1Y | -34.6% | -38.8% | +4.2% | -44.6% |
| 3Y | -73.5% | +0.6% | -74.1% | -65.3% |
| All | -81.0% | -22.8% | -58.2% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling