-67.1%
STLA vs SHAK
-3.6%
-63.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.7% | -0.3% |
| 7D | +0.4% | -7.2% | +7.6% | +2.1% |
| 30D | -5.2% | -11.8% | +6.6% | -2.4% |
| 3M | -24.9% | +17.2% | -42.0% | -28.3% |
| 6M | -25.2% | -34.1% | +9.0% | -19.2% |
| YTD | -51.4% | -22.4% | -29.1% | -50.6% |
| 1Y | -40.7% | -35.9% | -4.8% | -36.3% |
| All | -67.1% | -3.6% | -63.5% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling