-38.8%
STLA vs SHAK
-34.0%
-4.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.7% |
| 30D | -1.2% | -6.6% | +5.4% | -0.5% |
| 3M | -24.8% | +30.1% | -54.8% | -27.4% |
| 6M | -25.6% | -28.7% | +3.2% | -24.1% |
| YTD | -48.9% | -14.5% | -34.4% | -50.3% |
| 1Y | -38.8% | -31.9% | -6.9% | -30.1% |
| All | -38.8% | -34.0% | -4.8% | -30.1% |
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