+476.2%
STX vs SHAK
-12.1%
+488.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.3% | -3.7% |
| 7D | +14.6% | +4.3% | +10.3% | +13.7% |
| 30D | -26.0% | +9.0% | -35.0% | -27.2% |
| 3M | -42.6% | +1.8% | -44.4% | -43.1% |
| 6M | -35.3% | +17.3% | -52.6% | -38.3% |
| YTD | +92.5% | -7.6% | +100.1% | +90.3% |
| 1Y | +102.4% | -16.9% | +119.3% | +104.4% |
| 3Y | +673.8% | +35.1% | +638.8% | +558.8% |
| All | +476.2% | -12.1% | +488.2% | +373.8% |
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