+655.9%
STM vs SHAK
+87.2%
+568.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.7% |
| 7D | -1.4% | -8.3% | +6.9% | +0.9% |
| 30D | -4.9% | -12.6% | +7.7% | -1.5% |
| 3M | -34.0% | +9.1% | -43.1% | -36.4% |
| 6M | +51.8% | -31.2% | +83.1% | +63.0% |
| YTD | +99.4% | -21.6% | +120.9% | +105.1% |
| 1Y | +99.1% | -38.8% | +137.8% | +119.1% |
| 3Y | +19.5% | +0.6% | +18.9% | +8.0% |
| 5Y | +19.5% | -22.5% | +42.0% | +9.7% |
| All | +655.9% | +87.2% | +568.6% | +385.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling