+156.6%
STT vs SHAK
-22.8%
+179.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | -0.4% | -8.3% | +7.8% | +1.2% |
| 30D | +1.7% | -12.6% | +14.4% | +4.3% |
| 3M | +17.9% | +9.1% | +8.8% | +15.1% |
| 6M | +55.3% | -31.2% | +86.5% | +63.7% |
| YTD | +52.7% | -21.6% | +74.2% | +56.0% |
| 1Y | +75.7% | -38.8% | +114.4% | +88.8% |
| 3Y | +197.9% | +0.6% | +197.3% | +174.6% |
| All | +156.6% | -22.8% | +179.4% | +135.7% |
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