+1,097.8%
STLD vs SHAK
+81.5%
+1,016.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | -3.6% | -11.0% | +7.3% | -1.0% |
| 30D | -10.1% | -14.0% | +3.9% | -7.0% |
| 3M | -11.4% | +13.3% | -24.7% | -14.7% |
| 6M | +30.8% | -35.3% | +66.2% | +41.4% |
| YTD | +40.7% | -24.0% | +64.6% | +45.7% |
| 1Y | +80.8% | -36.7% | +117.5% | +94.8% |
| 3Y | +140.2% | -5.4% | +145.5% | +123.0% |
| 5Y | +288.5% | -24.9% | +313.4% | +260.2% |
| All | +1,097.8% | +81.5% | +1,016.4% | +655.8% |
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