+8,434.7%
SHOP vs STLA
+2.0%
+8,432.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | -5.1% | +2.6% | -7.7% | -6.2% |
| 30D | +0.6% | -1.2% | +1.8% | +0.9% |
| 3M | +25.0% | -24.8% | +49.8% | +39.9% |
| 6M | +11.9% | -25.6% | +37.5% | +24.6% |
| YTD | -9.9% | -48.9% | +39.1% | +15.1% |
| 1Y | 0.0% | -38.8% | +38.7% | +16.4% |
| 3Y | +117.5% | -64.5% | +182.0% | +210.5% |
| 5Y | -6.6% | -62.4% | +55.8% | +28.1% |
| 10Y | +3,320.3% | +55.4% | +3,264.9% | +2,404.6% |
| All | +8,434.7% | +2.0% | +8,432.7% | +7,440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling