-46.7%
COMP vs SHAK
-41.3%
-5.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.8% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | -14.5% | -5.2% | -9.3% | -12.2% |
| 3M | +41.8% | +27.3% | +14.6% | +24.3% |
| 6M | +23.6% | -27.9% | +51.4% | +39.8% |
| YTD | +1.7% | -17.0% | +18.7% | +5.8% |
| 1Y | +12.6% | -30.9% | +43.5% | +28.0% |
| 3Y | +221.9% | +3.4% | +218.5% | +130.2% |
| 5Y | -28.1% | -20.5% | -7.7% | -48.6% |
| All | -46.7% | -41.3% | -5.3% | -61.1% |
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 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