+143.4%
STLD vs SHAK
+1.3%
+142.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -8.4% | -5.2% | -3.2% | -7.6% |
| 3M | -9.9% | +27.3% | -37.1% | -14.6% |
| 6M | +33.0% | -27.9% | +60.9% | +39.6% |
| YTD | +42.6% | -17.0% | +59.5% | +44.7% |
| 1Y | +80.8% | -30.9% | +111.7% | +90.1% |
| 3Y | +143.4% | +3.4% | +140.0% | +127.7% |
| All | +143.4% | +1.3% | +142.2% | +127.7% |
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