+558.6%
QQQ vs SHAK
+87.2%
+471.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.3% |
| 7D | -0.6% | -8.3% | +7.7% | +1.1% |
| 30D | -1.2% | -12.6% | +11.4% | +1.3% |
| 3M | -0.2% | +9.1% | -9.3% | -2.6% |
| 6M | +17.9% | -31.2% | +49.2% | +24.1% |
| YTD | +16.6% | -21.6% | +38.2% | +18.9% |
| 1Y | +23.0% | -38.8% | +61.8% | +31.5% |
| 3Y | +92.9% | +0.6% | +92.3% | +77.7% |
| 5Y | +95.6% | -22.5% | +118.1% | +81.4% |
| All | +558.6% | +87.2% | +471.4% | +378.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling