-100.0%
SQQQ vs SHAK
+35.4%
-135.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.7% | -0.9% |
| 7D | +1.8% | -8.3% | +10.1% | -2.5% |
| 30D | +4.2% | -12.6% | +16.8% | -2.5% |
| 3M | -3.3% | +9.1% | -12.4% | +2.0% |
| 6M | -43.6% | -31.2% | -12.4% | -51.5% |
| YTD | -41.9% | -21.6% | -20.3% | -45.6% |
| 1Y | -50.6% | -38.8% | -11.9% | -59.2% |
| 3Y | -89.3% | +0.6% | -89.9% | -85.4% |
| 5Y | -94.8% | -22.5% | -72.3% | -91.2% |
| 10Y | -100.0% | +85.3% | -185.3% | -99.9% |
| All | -100.0% | +35.4% | -135.4% | -99.9% |
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