-18.6%
COMP vs SHAK
-14.2%
-4.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.8% | +9.1% |
| 7D | +13.4% | +2.0% | +11.4% | +12.6% |
| 30D | +11.1% | +12.0% | -0.9% | +4.0% |
| 3M | -18.8% | +2.3% | -21.2% | -20.7% |
| 6M | +10.5% | -25.5% | +36.0% | +23.0% |
| YTD | -3.4% | -11.4% | +8.0% | -4.1% |
| 1Y | +19.7% | -21.8% | +41.5% | +27.3% |
| 3Y | +381.6% | +25.8% | +355.8% | +159.6% |
| All | -18.6% | -14.2% | -4.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling