+15.1%
COMP vs SHAK
-35.2%
+50.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.9% | +1.6% |
| 7D | +0.8% | -7.2% | +8.1% | +3.5% |
| 30D | -13.9% | -11.8% | -2.1% | -10.1% |
| 3M | +30.7% | +17.2% | +13.6% | +23.6% |
| 6M | +18.7% | -34.1% | +52.8% | +33.8% |
| YTD | +1.0% | -22.4% | +23.4% | +8.3% |
| 1Y | +15.1% | -35.9% | +51.0% | +31.5% |
| All | +15.1% | -35.2% | +50.3% | +31.5% |
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