-99.4%
QID vs SHAK
+31.3%
-130.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +1.6% |
| 7D | +2.7% | -11.0% | +13.7% | -1.3% |
| 30D | +3.3% | -14.0% | +17.4% | -1.8% |
| 3M | -5.5% | +13.3% | -18.8% | -0.3% |
| 6M | -28.4% | -35.3% | +6.9% | -36.6% |
| YTD | -26.6% | -24.0% | -2.6% | -30.4% |
| 1Y | -34.1% | -36.7% | +2.6% | -41.2% |
| 3Y | -73.7% | -5.4% | -68.3% | -68.9% |
| 5Y | -80.7% | -24.9% | -55.8% | -74.3% |
| 10Y | -99.1% | +79.6% | -178.8% | -98.1% |
| All | -99.4% | +31.3% | -130.7% | -98.8% |
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 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