+22.8%
COMP vs SHAK
-16.7%
+39.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.3% | -1.6% | +3.1% |
| 7D | +14.5% | +6.5% | +8.1% | +12.2% |
| 30D | +14.9% | +15.3% | -0.4% | +9.5% |
| 3M | -14.2% | +8.5% | -22.7% | -16.7% |
| 6M | +23.7% | +10.0% | +13.7% | +18.4% |
| YTD | +2.1% | -5.0% | +7.0% | +4.3% |
| All | +22.8% | -16.7% | +39.5% | +35.7% |
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