+14,372.6%
STRL vs SHAK
+43.4%
+14,329.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.9% | +6.1% | +3.9% |
| 7D | +10.1% | -0.3% | +10.4% | +10.2% |
| 30D | -8.2% | -5.2% | -3.0% | -7.1% |
| 3M | -43.7% | +27.3% | -71.0% | -47.4% |
| 6M | +27.1% | -27.9% | +55.0% | +34.0% |
| YTD | +64.0% | -17.0% | +81.0% | +66.2% |
| 1Y | +75.2% | -30.9% | +106.1% | +85.2% |
| 3Y | +539.9% | +3.4% | +536.5% | +502.7% |
| 5Y | +2,133.0% | -20.5% | +2,153.5% | +2,023.5% |
| 10Y | +7,178.3% | +88.3% | +7,090.0% | +5,509.5% |
| All | +14,372.6% | +43.4% | +14,329.2% | +11,768.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling