+17.0%
STLA vs SHAK
+43.4%
-26.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | -2.4% | -5.2% | +2.9% | -1.2% |
| 3M | -23.9% | +27.3% | -51.1% | -28.5% |
| 6M | -24.6% | -27.9% | +3.3% | -20.7% |
| YTD | -50.5% | -17.0% | -33.5% | -50.1% |
| 1Y | -39.8% | -30.9% | -8.9% | -36.8% |
| 3Y | -65.6% | +3.4% | -69.0% | -68.2% |
| 5Y | -62.1% | -20.5% | -41.6% | -64.5% |
| 10Y | +47.8% | +88.3% | -40.5% | +6.9% |
| All | +17.0% | +43.4% | -26.4% | -15.9% |
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