+34.5%
QXO vs SHAK
+87.2%
-52.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -7.8% | -8.3% | +0.5% | -6.0% |
| 30D | -18.1% | -12.6% | -5.5% | -15.6% |
| 3M | -25.8% | +9.1% | -34.9% | -27.3% |
| 6M | -41.7% | -31.2% | -10.5% | -37.7% |
| YTD | -36.2% | -21.6% | -14.6% | -33.6% |
| 1Y | -42.1% | -38.8% | -3.3% | -36.8% |
| 3Y | -46.2% | +0.6% | -46.8% | -50.7% |
| 5Y | -70.7% | -22.5% | -48.2% | -72.9% |
| All | +34.5% | +87.2% | -52.7% | +27.6% |
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