+50.9%
STLA vs SHAK
+87.2%
-36.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.5% |
| 7D | -2.9% | -8.3% | +5.4% | -0.8% |
| 30D | +0.9% | -12.6% | +13.6% | +4.3% |
| 3M | -21.6% | +9.1% | -30.7% | -23.9% |
| 6M | -21.6% | -31.2% | +9.6% | -16.2% |
| YTD | -50.4% | -21.6% | -28.8% | -49.3% |
| 1Y | -43.6% | -38.8% | -4.8% | -38.7% |
| 3Y | -66.4% | +0.6% | -67.0% | -69.1% |
| 5Y | -62.3% | -22.5% | -39.8% | -65.0% |
| All | +50.9% | +87.2% | -36.3% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling