+3,003.4%
SHOP vs STLA
+48.0%
+2,955.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.1% | -4.5% | -6.3% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -11.5% | -2.4% | -9.2% | -10.8% |
| 3M | +21.1% | -23.9% | +44.9% | +34.8% |
| 6M | +3.0% | -24.6% | +27.6% | +14.1% |
| YTD | -16.7% | -50.5% | +33.8% | +7.9% |
| 1Y | -8.3% | -39.8% | +31.6% | +7.5% |
| 3Y | +112.8% | -65.6% | +178.4% | +207.8% |
| 5Y | -9.3% | -62.1% | +52.8% | +23.4% |
| 10Y | +3,003.4% | +47.8% | +2,955.7% | +2,883.5% |
| All | +3,003.4% | +48.0% | +2,955.5% | +2,883.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling