-46.7%
QS vs SHAK
+16.8%
-63.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.2% | +0.3% |
| 7D | -3.6% | -8.3% | +4.6% | +0.7% |
| 30D | -17.2% | -12.6% | -4.6% | -11.4% |
| 3M | -27.0% | +9.1% | -36.1% | -31.5% |
| 6M | -24.6% | -31.2% | +6.7% | -13.8% |
| YTD | -49.3% | -21.6% | -27.7% | -46.6% |
| 1Y | -40.3% | -38.8% | -1.6% | -28.2% |
| 3Y | -23.8% | +0.6% | -24.4% | -42.6% |
| 5Y | -75.0% | -22.5% | -52.4% | -79.6% |
| All | -46.7% | +16.8% | -63.5% | -41.9% |
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