-4.3%
SHOP vs STLA
-57.6%
+53.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.7% | -6.4% | +3.7% | -1.5% |
| 30D | -11.0% | -1.3% | -9.7% | -10.7% |
| 3M | +0.3% | -19.9% | +20.3% | +3.6% |
| 6M | +37.7% | -42.9% | +80.6% | +48.4% |
| YTD | -5.5% | -59.4% | +53.9% | +5.2% |
| All | -4.3% | -57.6% | +53.3% | +4.1% |
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