+1,337.5%
STX vs SHAK
-5.6%
+1,343.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +8.0% | -11.0% | +18.9% | +9.9% |
| 30D | +5.1% | -14.0% | +19.1% | +7.6% |
| 3M | +5.8% | +13.3% | -7.5% | +2.4% |
| 6M | +124.9% | -35.3% | +160.3% | +140.1% |
| YTD | +213.9% | -24.0% | +237.9% | +223.0% |
| 1Y | +350.4% | -36.7% | +387.1% | +379.3% |
| All | +1,337.5% | -5.6% | +1,343.2% | +1,259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling