+40.3%
QLD vs SHAK
-35.2%
+75.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.3% |
| 7D | +1.9% | -7.2% | +9.1% | +2.9% |
| 30D | -1.8% | -11.8% | +10.0% | -0.1% |
| 3M | -0.1% | +17.2% | -17.3% | -3.1% |
| 6M | +32.6% | -34.1% | +66.7% | +39.7% |
| YTD | +27.9% | -22.4% | +50.3% | +30.1% |
| 1Y | +40.3% | -35.9% | +76.2% | +49.6% |
| All | +40.3% | -35.2% | +75.5% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling