+577.0%
STM vs SHAK
+59.5%
+517.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.2% |
| 7D | +12.0% | +4.3% | +7.7% | +10.9% |
| 30D | -0.4% | +9.0% | -9.4% | -2.5% |
| 3M | -13.2% | +1.8% | -15.0% | -14.0% |
| 6M | -26.1% | +17.3% | -43.4% | -30.3% |
| YTD | +81.2% | -7.6% | +88.8% | +78.1% |
| 1Y | +98.3% | -16.9% | +115.2% | +99.7% |
| 3Y | +16.7% | +35.1% | -18.3% | +0.3% |
| 5Y | -4.8% | -11.3% | +6.4% | -13.5% |
| 10Y | +468.8% | +98.8% | +370.0% | +303.0% |
| All | +577.0% | +59.5% | +517.4% | +389.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling