+96.4%
QQQM vs SHAK
-22.8%
+119.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.2% |
| 7D | -0.6% | -8.3% | +7.7% | +1.2% |
| 30D | -1.2% | -12.6% | +11.4% | +1.5% |
| 3M | -0.1% | +9.1% | -9.2% | -2.7% |
| 6M | +18.0% | -31.2% | +49.2% | +24.7% |
| YTD | +16.7% | -21.6% | +38.3% | +18.9% |
| 1Y | +23.0% | -38.8% | +61.8% | +32.5% |
| 3Y | +93.3% | +0.6% | +92.7% | +72.3% |
| All | +96.4% | -22.8% | +119.2% | +75.6% |
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