+7.1%
QLD vs SHAK
-18.1%
+25.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -3.8% | +8.2% | -12.0% | -4.7% |
| 30D | -20.5% | +13.5% | -34.0% | -21.8% |
| 3M | -14.6% | +6.2% | -20.9% | -15.5% |
| 6M | -14.7% | +8.2% | -22.9% | -15.8% |
| YTD | +11.2% | -6.5% | +17.7% | +11.8% |
| 1Y | +7.1% | -19.2% | +26.3% | +12.3% |
| All | +7.1% | -18.1% | +25.2% | +12.3% |
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