+2,157.3%
QLD vs SHAK
+47.7%
+2,109.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -0.1% | -6.6% | +6.5% | +2.2% |
| 3M | -8.4% | +30.1% | -38.4% | -17.6% |
| 6M | +32.2% | -28.7% | +61.0% | +43.0% |
| YTD | +28.9% | -14.5% | +43.4% | +29.4% |
| 1Y | +43.8% | -31.9% | +75.7% | +55.9% |
| 3Y | +176.6% | -1.0% | +177.5% | +147.5% |
| 5Y | +121.6% | -18.7% | +140.3% | +103.9% |
| 10Y | +1,652.9% | +98.1% | +1,554.8% | +1,029.6% |
| All | +2,157.3% | +47.7% | +2,109.6% | +1,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling