-46.5%
COMP vs SHAK
-32.8%
-13.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.3% | -1.6% | +1.9% |
| 7D | +14.5% | +6.5% | +8.1% | +11.3% |
| 30D | +14.9% | +15.3% | -0.4% | +6.6% |
| 3M | -14.2% | +8.5% | -22.7% | -18.4% |
| 6M | +23.7% | +10.0% | +13.7% | +14.6% |
| YTD | +2.1% | -5.0% | +7.0% | -1.7% |
| 1Y | +26.2% | -15.3% | +41.5% | +28.6% |
| 3Y | +470.9% | +40.7% | +430.2% | +231.8% |
| 5Y | -14.0% | -7.9% | -6.1% | -43.2% |
| All | -46.5% | -32.8% | -13.6% | -63.8% |
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