+1,502.1%
QLD vs SHAK
+97.6%
+1,404.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.6% | -3.7% |
| 7D | +7.0% | +4.3% | +2.7% | +5.2% |
| 30D | -14.3% | +9.0% | -23.3% | -17.4% |
| 3M | -16.0% | +1.8% | -17.8% | -17.4% |
| 6M | -14.2% | +17.3% | -31.6% | -21.9% |
| YTD | +12.8% | -7.6% | +20.4% | +8.7% |
| 1Y | +14.1% | -16.9% | +31.0% | +14.4% |
| 3Y | +146.0% | +35.1% | +110.9% | +85.8% |
| 5Y | +82.0% | -11.3% | +93.3% | +57.3% |
| All | +1,502.1% | +97.6% | +1,404.6% | +742.9% |
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