+1,463.6%
STX vs SHAK
+59.5%
+1,404.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.3% |
| 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% | +89.8% |
| 1Y | +102.4% | -16.9% | +119.3% | +103.4% |
| 3Y | +673.8% | +35.1% | +638.8% | +575.8% |
| 5Y | +463.1% | -11.3% | +474.3% | +412.7% |
| 10Y | +2,014.6% | +98.8% | +1,915.7% | +1,402.0% |
| All | +1,463.6% | +59.5% | +1,404.1% | +1,032.7% |
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 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