+1,092.8%
STX vs SHAK
-27.4%
+1,120.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | +8.0% | -11.0% | +18.9% | +10.4% |
| 30D | +5.1% | -14.0% | +19.1% | +8.1% |
| 3M | +5.8% | +13.3% | -7.5% | +1.9% |
| 6M | +124.9% | -35.3% | +160.3% | +140.8% |
| YTD | +213.9% | -24.0% | +237.9% | +223.3% |
| 1Y | +350.4% | -36.7% | +387.1% | +380.7% |
| 3Y | +1,314.2% | -5.4% | +1,319.6% | +1,209.8% |
| 5Y | +1,092.8% | -24.9% | +1,117.7% | +964.4% |
| All | +1,092.8% | -27.4% | +1,120.2% | +964.4% |
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