-47.3%
QS vs SHAK
+15.6%
-62.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.5% | -0.1% | -3.3% |
| 7D | -4.2% | -7.2% | +3.0% | -0.5% |
| 30D | -15.7% | -11.8% | -3.9% | -10.1% |
| 3M | -28.7% | +17.2% | -45.9% | -35.6% |
| 6M | -23.2% | -34.1% | +10.9% | -10.3% |
| YTD | -49.9% | -22.4% | -27.5% | -47.0% |
| 1Y | -38.8% | -35.9% | -2.9% | -28.2% |
| 3Y | -24.0% | -3.4% | -20.7% | -41.3% |
| 5Y | -75.6% | -25.4% | -50.2% | -79.8% |
| All | -47.3% | +15.6% | -62.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling