+538.7%
SMTC vs SHAK
+43.4%
+495.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.9% | +12.8% | +10.7% |
| 7D | +22.9% | -0.3% | +23.3% | +23.0% |
| 30D | +16.6% | -5.2% | +21.9% | +18.2% |
| 3M | +2.4% | +27.3% | -24.9% | -6.0% |
| 6M | +98.3% | -27.9% | +126.1% | +108.3% |
| YTD | +120.7% | -17.0% | +137.6% | +121.2% |
| 1Y | +168.3% | -30.9% | +199.2% | +182.0% |
| 3Y | +571.7% | +3.4% | +568.3% | +525.0% |
| 5Y | +114.0% | -20.5% | +134.5% | +103.0% |
| 10Y | +497.0% | +88.3% | +408.7% | +339.8% |
| All | +538.7% | +43.4% | +495.3% | +345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling