+1,739.7%
QLD vs SHAK
+90.0%
+1,649.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.0% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -1.8% | -5.2% | +3.4% | +0.1% |
| 3M | -1.8% | +27.3% | -29.1% | -12.2% |
| 6M | +36.9% | -27.9% | +64.8% | +48.4% |
| YTD | +28.7% | -17.0% | +45.7% | +30.4% |
| 1Y | +41.9% | -30.9% | +72.8% | +53.9% |
| 3Y | +184.2% | +3.4% | +180.8% | +142.4% |
| 5Y | +122.1% | -20.5% | +142.6% | +100.3% |
| All | +1,739.7% | +90.0% | +1,649.7% | +954.5% |
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 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