-29.4%
QXO vs SHAK
-26.3%
-3.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -3.9% | -6.4% |
| 7D | +2.3% | -1.0% | +3.3% | +2.9% |
| 30D | -3.9% | +8.1% | -11.9% | -6.5% |
| 3M | -26.8% | -6.1% | -20.7% | -25.3% |
| 6M | -38.3% | -27.7% | -10.6% | -32.3% |
| YTD | -39.7% | -14.0% | -25.7% | -37.4% |
| 1Y | -29.4% | -27.1% | -2.3% | -14.7% |
| All | -29.4% | -26.3% | -3.2% | -14.7% |
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