+98.3%
STM vs SHAK
-20.2%
+118.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.2% |
| 7D | +12.0% | +4.3% | +7.7% | +11.5% |
| 30D | -0.4% | +9.0% | -9.4% | -1.2% |
| 3M | -13.2% | +1.8% | -15.0% | -13.5% |
| 6M | -26.1% | +17.3% | -43.4% | -27.8% |
| YTD | +81.2% | -7.6% | +88.8% | +82.4% |
| 1Y | +98.3% | -16.9% | +115.2% | +100.9% |
| All | +98.3% | -20.2% | +118.5% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling