+293.5%
STLD vs SHAK
-25.9%
+319.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.5% |
| 7D | -2.8% | -7.2% | +4.4% | -1.4% |
| 30D | -10.4% | -11.8% | +1.4% | -8.3% |
| 3M | -10.6% | +17.2% | -27.7% | -13.9% |
| 6M | +32.7% | -34.1% | +66.8% | +41.6% |
| YTD | +42.8% | -22.4% | +65.2% | +46.8% |
| 1Y | +86.9% | -35.9% | +122.9% | +99.2% |
| 3Y | +143.8% | -3.4% | +147.2% | +129.8% |
| 5Y | +293.5% | -25.4% | +318.9% | +254.1% |
| All | +293.5% | -25.9% | +319.4% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling