-4.9%
SHOP vs STLA
-53.0%
+48.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +6.7% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | -4.4% | +3.6% | -8.0% | -4.9% |
| 3M | +24.1% | -20.6% | +44.8% | +28.0% |
| 6M | +20.0% | -34.3% | +54.3% | +26.9% |
| YTD | -4.9% | -57.3% | +52.4% | +5.7% |
| 1Y | -4.9% | -52.6% | +47.7% | -0.2% |
| All | -4.9% | -53.0% | +48.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling