+133.1%
QSR vs SHAK
+87.2%
+45.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | 0.0% |
| 7D | -4.0% | -8.3% | +4.3% | -2.5% |
| 30D | +2.8% | -12.6% | +15.4% | +5.3% |
| 3M | +5.1% | +9.1% | -4.0% | +3.0% |
| 6M | +8.8% | -31.2% | +40.1% | +14.2% |
| YTD | +14.8% | -21.6% | +36.4% | +17.2% |
| 1Y | +25.7% | -38.8% | +64.5% | +34.1% |
| 3Y | +27.5% | +0.6% | +26.9% | +16.6% |
| 5Y | +41.3% | -22.5% | +63.8% | +30.0% |
| All | +133.1% | +87.2% | +45.9% | +61.8% |
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