+21.1%
STM vs SHAK
+1.3%
+19.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | -5.2% | -2.1% | -6.3% |
| 3M | -30.6% | +27.3% | -57.9% | -35.1% |
| 6M | +66.4% | -27.9% | +94.3% | +76.6% |
| YTD | +101.1% | -17.0% | +118.1% | +104.2% |
| 1Y | +97.4% | -30.9% | +128.3% | +110.1% |
| 3Y | +21.1% | +3.4% | +17.8% | +15.1% |
| All | +21.1% | +1.3% | +19.9% | +15.1% |
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 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