-17.1%
STLA vs SHAK
+59.5%
-76.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.8% |
| 7D | -13.8% | +4.3% | -18.1% | -14.6% |
| 30D | -10.5% | +9.0% | -19.6% | -12.3% |
| 3M | -28.9% | +1.8% | -30.7% | -29.3% |
| 6M | -49.7% | +17.3% | -67.1% | -52.1% |
| YTD | -64.9% | -7.6% | -57.3% | -65.6% |
| 1Y | -64.0% | -16.9% | -47.1% | -63.9% |
| 3Y | -77.4% | +35.1% | -112.5% | -80.3% |
| 5Y | -74.4% | -11.3% | -63.2% | -76.6% |
| 10Y | -6.4% | +98.8% | -105.2% | -33.4% |
| All | -17.1% | +59.5% | -76.6% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling