+3,647.2%
SHOP vs STLA
+21.0%
+3,626.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.7% | -6.4% | +3.7% | +0.4% |
| 30D | -11.0% | -1.3% | -9.7% | -10.8% |
| 3M | +0.3% | -19.9% | +20.3% | +9.2% |
| 6M | +37.7% | -42.9% | +80.6% | +72.1% |
| YTD | -5.5% | -59.4% | +53.9% | +32.5% |
| 1Y | -0.2% | -56.8% | +56.6% | +35.5% |
| 3Y | +151.9% | -73.1% | +224.9% | +303.3% |
| 5Y | -2.2% | -70.1% | +67.9% | +46.1% |
| 10Y | +3,647.2% | +19.8% | +3,627.4% | +3,550.5% |
| All | +3,647.2% | +21.0% | +3,626.2% | +3,550.5% |
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