+50.0%
STLD vs SHAK
-20.2%
+70.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -3.7% |
| 7D | +2.9% | +4.3% | -1.4% | +2.2% |
| 30D | -5.6% | +9.0% | -14.6% | -6.8% |
| 3M | -11.7% | +1.8% | -13.5% | -12.1% |
| 6M | -2.8% | +17.3% | -20.1% | -5.8% |
| YTD | +36.4% | -7.6% | +44.1% | +36.5% |
| 1Y | +50.0% | -16.9% | +66.9% | +52.3% |
| All | +50.0% | -20.2% | +70.2% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling