-71.3%
QS vs SHAK
-21.2%
-50.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +6.7% |
| 7D | +4.5% | +8.3% | -3.8% | +2.7% |
| 30D | -4.1% | +16.7% | -20.8% | -7.4% |
| 3M | -22.1% | +10.0% | -32.1% | -24.0% |
| 6M | -38.4% | -23.8% | -14.6% | -34.0% |
| YTD | -57.5% | -10.3% | -47.2% | -56.1% |
| 1Y | -71.3% | -22.9% | -48.4% | -68.5% |
| All | -71.3% | -21.2% | -50.1% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling