+17.7%
STM vs SHAK
-27.4%
+45.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | -1.1% | -11.0% | +9.9% | +2.1% |
| 30D | -7.8% | -14.0% | +6.2% | -4.1% |
| 3M | -28.2% | +13.3% | -41.4% | -31.5% |
| 6M | +52.0% | -35.3% | +87.3% | +66.7% |
| YTD | +96.4% | -24.0% | +120.4% | +103.9% |
| 1Y | +98.8% | -36.7% | +135.5% | +117.4% |
| 3Y | +18.3% | -5.4% | +23.6% | +6.9% |
| 5Y | +17.7% | -24.9% | +42.6% | +4.1% |
| All | +17.7% | -27.4% | +45.1% | +4.1% |
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 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