+146.4%
SHOP vs STLA
-74.0%
+220.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -5.4% | -4.5% | -0.9% | -3.7% |
| 30D | -10.3% | -3.9% | -6.4% | -9.2% |
| 3M | +1.0% | -20.2% | +21.2% | +8.5% |
| 6M | +41.2% | -42.2% | +83.4% | +69.0% |
| YTD | -7.5% | -59.3% | +51.8% | +23.7% |
| 1Y | -4.6% | -56.1% | +51.5% | +22.7% |
| 3Y | +146.4% | -73.7% | +220.1% | +253.7% |
| All | +146.4% | -74.0% | +220.5% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling