-54.2%
QXO vs SHAK
+35.4%
-89.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -7.8% | -8.3% | +0.5% | -6.3% |
| 30D | -18.1% | -12.6% | -5.5% | -16.0% |
| 3M | -25.8% | +9.1% | -34.9% | -27.1% |
| 6M | -41.7% | -31.2% | -10.5% | -38.2% |
| YTD | -36.2% | -21.6% | -14.6% | -34.0% |
| 1Y | -42.1% | -38.8% | -3.3% | -37.5% |
| 3Y | -46.2% | +0.6% | -46.8% | -49.8% |
| 5Y | -70.7% | -22.5% | -48.2% | -72.5% |
| 10Y | +36.5% | +85.3% | -48.8% | +13.1% |
| All | -54.2% | +35.4% | -89.6% | -53.1% |
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