+61.0%
STRL vs SHAK
-37.3%
+98.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | +5.4% | -11.0% | +16.4% | +7.2% |
| 30D | -9.0% | -14.0% | +5.0% | -6.9% |
| 3M | -37.1% | +13.3% | -50.3% | -39.3% |
| 6M | +17.8% | -35.3% | +53.1% | +33.0% |
| YTD | +58.3% | -24.0% | +82.3% | +67.4% |
| 1Y | +61.0% | -36.7% | +97.7% | +93.2% |
| All | +61.0% | -37.3% | +98.3% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling