-5.4%
STM vs SHAK
-13.2%
+7.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +1.3% |
| 7D | +16.3% | +4.1% | +12.2% | +15.0% |
| 30D | -6.3% | +2.3% | -8.6% | -7.0% |
| 3M | -14.1% | -0.2% | -13.9% | -14.6% |
| 6M | -19.6% | +10.1% | -29.6% | -23.6% |
| YTD | +80.1% | -10.5% | +90.6% | +77.9% |
| 1Y | +95.4% | -22.4% | +117.8% | +101.5% |
| 3Y | +14.7% | +32.1% | -17.4% | -8.4% |
| 5Y | -5.4% | -14.0% | +8.6% | -21.8% |
| All | -5.4% | -13.2% | +7.8% | -21.8% |
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