+539.5%
STRL vs SHAK
-3.6%
+543.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | +0.3% |
| 7D | +8.2% | -7.2% | +15.4% | +10.3% |
| 30D | -6.3% | -11.8% | +5.5% | -3.2% |
| 3M | -41.2% | +17.2% | -58.4% | -44.8% |
| 6M | +20.4% | -34.1% | +54.5% | +33.6% |
| YTD | +61.7% | -22.4% | +84.1% | +68.2% |
| 1Y | +72.7% | -35.9% | +108.6% | +91.6% |
| All | +539.5% | -3.6% | +543.1% | +506.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling