+3,667.9%
STRL vs SHAK
+97.6%
+3,570.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.2% | -3.9% |
| 7D | +15.7% | +4.3% | +11.4% | +14.5% |
| 30D | -35.5% | +9.0% | -44.5% | -37.1% |
| 3M | -47.1% | +1.8% | -49.0% | -47.7% |
| 6M | -65.8% | +17.3% | -83.1% | -68.0% |
| YTD | -4.5% | -7.6% | +3.1% | -6.3% |
| 1Y | -10.5% | -16.9% | +6.4% | -9.8% |
| 3Y | +340.6% | +35.1% | +305.6% | +276.9% |
| 5Y | +911.0% | -11.3% | +922.3% | +821.3% |
| All | +3,667.9% | +97.6% | +3,570.3% | +2,208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling