+581.2%
SMTC vs SHAK
-5.6%
+586.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.3% |
| 7D | +17.5% | -11.0% | +28.5% | +21.4% |
| 30D | +21.3% | -14.0% | +35.3% | +26.5% |
| 3M | +3.1% | +13.3% | -10.1% | -3.7% |
| 6M | +81.7% | -35.3% | +117.0% | +102.1% |
| YTD | +115.9% | -24.0% | +139.9% | +121.0% |
| 1Y | +157.8% | -36.7% | +194.5% | +184.1% |
| All | +581.2% | -5.6% | +586.8% | +528.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling