+530.1%
SMTC vs SHAK
+87.2%
+442.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.1% |
| 7D | +13.1% | -8.3% | +21.4% | +16.0% |
| 30D | +19.5% | -12.6% | +32.1% | +24.3% |
| 3M | +2.2% | +9.1% | -6.9% | -2.8% |
| 6M | +94.9% | -31.2% | +126.1% | +109.0% |
| YTD | +127.0% | -21.6% | +148.5% | +131.1% |
| 1Y | +174.6% | -38.8% | +213.3% | +202.8% |
| 3Y | +615.9% | +0.6% | +615.3% | +555.2% |
| 5Y | +125.6% | -22.5% | +148.1% | +111.4% |
| All | +530.1% | +87.2% | +442.9% | +309.3% |
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