-52.6%
STLA vs SHAK
-21.2%
-31.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.8% | 0.0% | +3.3% |
| 7D | -0.6% | +8.3% | -9.0% | -1.6% |
| 30D | +3.6% | +16.7% | -13.1% | +1.8% |
| 3M | -20.6% | +10.0% | -30.6% | -21.6% |
| 6M | -34.3% | -23.8% | -10.5% | -34.3% |
| YTD | -57.3% | -10.3% | -47.0% | -57.8% |
| 1Y | -52.6% | -22.9% | -29.8% | -48.9% |
| All | -52.6% | -21.2% | -31.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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