-63.1%
STLA vs SHAK
-27.4%
-35.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.3% |
| 7D | -3.8% | -11.0% | +7.1% | -1.0% |
| 30D | -3.1% | -14.0% | +10.9% | +0.6% |
| 3M | -19.6% | +13.3% | -32.9% | -22.8% |
| 6M | -23.5% | -35.3% | +11.8% | -16.7% |
| YTD | -51.5% | -24.0% | -27.5% | -50.2% |
| 1Y | -39.7% | -36.7% | -3.0% | -34.9% |
| 3Y | -66.3% | -5.4% | -61.0% | -68.9% |
| 5Y | -63.1% | -24.9% | -38.2% | -66.3% |
| All | -63.1% | -27.4% | -35.7% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling