+740.9%
STLD vs SHAK
+97.6%
+643.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -4.0% |
| 7D | +2.9% | +4.3% | -1.4% | +1.8% |
| 30D | -5.6% | +9.0% | -14.6% | -7.6% |
| 3M | -11.7% | +1.8% | -13.5% | -12.7% |
| 6M | -2.8% | +17.3% | -20.1% | -7.9% |
| YTD | +36.4% | -7.6% | +44.1% | +34.3% |
| 1Y | +50.0% | -16.9% | +66.9% | +51.2% |
| 3Y | +122.3% | +35.1% | +87.3% | +88.9% |
| 5Y | +273.2% | -11.3% | +284.5% | +234.6% |
| All | +740.9% | +97.6% | +643.3% | +412.8% |
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 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