-100.0%
SQQQ vs SHAK
+87.2%
-187.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -0.7% |
| 7D | +1.8% | -8.3% | +10.1% | -3.0% |
| 30D | +4.2% | -12.6% | +16.8% | -3.3% |
| 3M | -3.3% | +9.1% | -12.4% | +2.6% |
| 6M | -43.6% | -31.2% | -12.4% | -52.6% |
| YTD | -41.9% | -21.6% | -20.3% | -46.3% |
| 1Y | -50.6% | -38.8% | -11.9% | -60.4% |
| 3Y | -89.3% | +0.6% | -89.9% | -84.9% |
| 5Y | -94.8% | -22.5% | -72.3% | -90.7% |
| All | -100.0% | +87.2% | -187.2% | -99.8% |
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