+131.6%
STLD vs SHAK
+36.5%
+95.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | -0.1% | +8.2% | -8.3% | -1.7% |
| 3M | -9.2% | +4.6% | -13.7% | -10.3% |
| 6M | +1.8% | +16.3% | -14.6% | -2.4% |
| YTD | +42.1% | -7.6% | +49.7% | +40.7% |
| 1Y | +58.5% | -18.7% | +77.3% | +61.2% |
| All | +131.6% | +36.5% | +95.1% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling