+272.9%
STT vs SHAK
+47.7%
+225.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +3.9% | -6.6% | +10.5% | +5.2% |
| 3M | +20.0% | +30.1% | -10.1% | +12.6% |
| 6M | +55.3% | -28.7% | +84.1% | +62.9% |
| YTD | +53.3% | -14.5% | +67.8% | +54.1% |
| 1Y | +74.7% | -31.9% | +106.6% | +83.7% |
| 3Y | +205.8% | -1.0% | +206.8% | +183.5% |
| 5Y | +145.0% | -18.7% | +163.7% | +125.7% |
| 10Y | +266.0% | +98.1% | +167.9% | +161.9% |
| All | +272.9% | +47.7% | +225.3% | +173.0% |
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