+1,847.2%
QLD vs SHAK
+61.5%
+1,785.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.6% |
| 7D | -3.8% | +8.2% | -12.0% | -6.2% |
| 30D | -20.5% | +13.5% | -34.0% | -24.1% |
| 3M | -14.6% | +6.2% | -20.9% | -17.0% |
| 6M | -14.7% | +8.2% | -22.9% | -19.2% |
| YTD | +11.2% | -6.5% | +17.7% | +7.5% |
| 1Y | +7.1% | -19.2% | +26.3% | +8.8% |
| 3Y | +141.1% | +37.9% | +103.2% | +90.4% |
| 5Y | +84.3% | -9.5% | +93.7% | +63.8% |
| 10Y | +1,450.1% | +106.2% | +1,343.9% | +871.6% |
| All | +1,847.2% | +61.5% | +1,785.7% | +1,140.1% |
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