-28.1%
COMP vs SHAK
-22.1%
-6.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.1% |
| 3M | +41.8% | +27.3% | +14.6% | +23.5% |
| 6M | +23.6% | -27.9% | +51.4% | +40.5% |
| YTD | +1.7% | -17.0% | +18.7% | +5.7% |
| 1Y | +12.6% | -30.9% | +43.5% | +28.6% |
| 3Y | +221.9% | +3.4% | +218.5% | +118.1% |
| 5Y | -28.1% | -20.5% | -7.7% | -51.0% |
| All | -28.1% | -22.1% | -6.1% | -51.0% |
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