-42.1%
QXO vs SHAK
-34.9%
-7.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.0% |
| 7D | -7.8% | -8.3% | +0.5% | -4.9% |
| 30D | -18.1% | -12.6% | -5.5% | -14.0% |
| 3M | -25.8% | +9.1% | -34.9% | -28.2% |
| 6M | -41.7% | -31.2% | -10.5% | -35.2% |
| YTD | -36.2% | -21.6% | -14.6% | -32.3% |
| 1Y | -42.1% | -38.8% | -3.3% | -27.0% |
| All | -42.1% | -34.9% | -7.2% | -27.0% |
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