-10.5%
STRL vs SHAK
-20.2%
+9.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.2% | -6.2% | -3.4% |
| 7D | +15.7% | +4.3% | +11.4% | +15.1% |
| 30D | -35.5% | +9.0% | -44.5% | -36.0% |
| 3M | -47.1% | +1.8% | -49.0% | -47.3% |
| 6M | -65.8% | +17.3% | -83.1% | -66.2% |
| YTD | -4.5% | -7.6% | +3.1% | +4.9% |
| 1Y | -10.5% | -16.9% | +6.4% | -4.0% |
| All | -10.5% | -20.2% | +9.7% | -4.0% |
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 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