+288.2%
STLD vs SHAK
-10.3%
+298.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | -9.2% | +4.6% | -13.7% | -10.5% |
| 6M | +1.8% | +16.3% | -14.6% | -2.8% |
| YTD | +42.1% | -7.6% | +49.7% | +40.4% |
| 1Y | +58.5% | -18.7% | +77.3% | +60.9% |
| 3Y | +128.2% | +36.4% | +91.9% | +97.4% |
| 5Y | +288.2% | -10.5% | +298.8% | +233.8% |
| All | +288.2% | -10.3% | +298.5% | +233.8% |
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