+80.8%
STLD vs SHAK
-37.3%
+118.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.2% |
| 7D | -3.6% | -11.0% | +7.3% | -1.9% |
| 30D | -10.1% | -14.0% | +3.9% | -8.0% |
| 3M | -11.4% | +13.3% | -24.7% | -13.8% |
| 6M | +30.8% | -35.3% | +66.2% | +39.5% |
| YTD | +40.7% | -24.0% | +64.6% | +44.7% |
| 1Y | +80.8% | -36.7% | +117.5% | +91.5% |
| All | +80.8% | -37.3% | +118.0% | +91.5% |
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