-75.5%
QS vs SHAK
-25.1%
-50.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.3% |
| 7D | -5.0% | -11.0% | +6.0% | +0.8% |
| 30D | -18.3% | -14.0% | -4.3% | -11.8% |
| 3M | -26.0% | +13.3% | -39.3% | -32.0% |
| 6M | -24.0% | -35.3% | +11.3% | -10.4% |
| YTD | -50.3% | -24.0% | -26.3% | -46.9% |
| 1Y | -38.0% | -36.7% | -1.3% | -26.7% |
| 3Y | -24.6% | -5.4% | -19.2% | -43.5% |
| All | -75.5% | -25.1% | -50.4% | -80.9% |
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 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