+268.3%
STT vs SHAK
+43.4%
+224.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +3.9% | -5.2% | +9.1% | +5.0% |
| 3M | +19.2% | +27.3% | -8.1% | +12.4% |
| 6M | +60.4% | -27.9% | +88.3% | +67.7% |
| YTD | +51.5% | -17.0% | +68.4% | +53.1% |
| 1Y | +76.3% | -30.9% | +107.2% | +84.8% |
| 3Y | +200.7% | +3.4% | +197.4% | +176.2% |
| 5Y | +157.5% | -20.5% | +177.9% | +138.2% |
| 10Y | +262.0% | +88.3% | +173.7% | +161.2% |
| All | +268.3% | +43.4% | +224.9% | +171.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling