-22.1%
SQQQ vs SHAK
-26.3%
+4.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -4.1% | +23.3% | +18.4% |
| 7D | +31.0% | -1.0% | +32.0% | +30.8% |
| 30D | +55.7% | +8.1% | +47.6% | +58.2% |
| 3M | +31.2% | -6.1% | +37.3% | +30.5% |
| 6M | +5.1% | -27.7% | +32.8% | -2.9% |
| YTD | -24.9% | -14.0% | -10.9% | -24.2% |
| 1Y | -22.1% | -27.1% | +5.0% | -30.7% |
| All | -22.1% | -26.3% | +4.2% | -30.7% |
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