-5.6%
SHOP vs STLA
-62.4%
+56.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -5.1% | +2.6% | -7.7% | -6.4% |
| 30D | +0.6% | -1.2% | +1.8% | +0.9% |
| 3M | +25.0% | -24.8% | +49.8% | +43.7% |
| 6M | +11.9% | -25.6% | +37.5% | +27.6% |
| YTD | -9.9% | -48.9% | +39.1% | +22.6% |
| 1Y | 0.0% | -38.8% | +38.7% | +19.0% |
| 3Y | +117.5% | -64.5% | +182.0% | +234.7% |
| All | -5.6% | -62.4% | +56.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling