-2.9%
SHOP vs STLA
-70.1%
+67.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -5.4% | -4.5% | -0.9% | -2.9% |
| 30D | -10.3% | -3.9% | -6.4% | -8.9% |
| 3M | +1.0% | -20.2% | +21.2% | +12.0% |
| 6M | +41.2% | -42.2% | +83.4% | +83.6% |
| YTD | -7.5% | -59.3% | +51.8% | +40.3% |
| 1Y | -4.6% | -56.1% | +51.5% | +36.9% |
| 3Y | +146.4% | -73.7% | +220.1% | +349.1% |
| All | -2.9% | -70.1% | +67.1% | +27.5% |
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 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