+264.3%
STT vs SHAK
+87.2%
+177.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.4% |
| 7D | -0.4% | -8.3% | +7.8% | +1.5% |
| 30D | +1.7% | -12.6% | +14.4% | +4.8% |
| 3M | +17.9% | +9.1% | +8.8% | +14.5% |
| 6M | +55.3% | -31.2% | +86.5% | +64.8% |
| YTD | +52.7% | -21.6% | +74.2% | +56.4% |
| 1Y | +75.7% | -38.8% | +114.4% | +90.4% |
| 3Y | +197.9% | +0.6% | +197.3% | +170.0% |
| 5Y | +158.8% | -22.5% | +181.3% | +136.5% |
| All | +264.3% | +87.2% | +177.1% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling