+121.0%
QLD vs SHAK
-18.7%
+139.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | -0.1% | -6.6% | +6.5% | +2.6% |
| 3M | -8.4% | +30.1% | -38.4% | -19.5% |
| 6M | +32.2% | -28.7% | +61.0% | +45.5% |
| YTD | +28.9% | -14.5% | +43.4% | +28.6% |
| 1Y | +43.8% | -31.9% | +75.7% | +58.5% |
| 3Y | +176.6% | -1.0% | +177.5% | +126.7% |
| All | +121.0% | -18.7% | +139.7% | +81.3% |
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