+67.2%
QLD vs SHAK
-19.2%
+86.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +1.3% |
| 7D | -10.3% | +2.0% | -12.3% | -10.9% |
| 30D | -26.1% | +12.0% | -38.1% | -29.8% |
| 3M | -17.8% | +2.3% | -20.1% | -19.3% |
| 6M | -15.6% | -25.5% | +10.0% | -9.1% |
| YTD | +5.4% | -11.4% | +16.8% | +2.6% |
| 1Y | +5.2% | -21.8% | +27.0% | +8.5% |
| 3Y | +139.4% | +25.8% | +113.6% | +65.8% |
| All | +67.2% | -19.2% | +86.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling