+52.0%
STT vs SHAK
-21.2%
+73.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +1.9% |
| 7D | -0.1% | +8.3% | -8.4% | -0.8% |
| 30D | -1.7% | +16.7% | -18.4% | -3.0% |
| 3M | -6.4% | +10.0% | -16.3% | -7.2% |
| 6M | +17.7% | -23.8% | +41.5% | +22.5% |
| YTD | +36.9% | -10.3% | +47.2% | +40.2% |
| 1Y | +52.0% | -22.9% | +74.9% | +62.4% |
| All | +52.0% | -21.2% | +73.3% | +62.4% |
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