+354.5%
STRL vs SHAK
+32.2%
+322.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.1% |
| 7D | +23.4% | +4.1% | +19.3% | +22.4% |
| 30D | -39.5% | +2.3% | -41.8% | -39.9% |
| 3M | -45.1% | -0.2% | -44.8% | -45.2% |
| 6M | -64.6% | +10.1% | -74.6% | -66.1% |
| YTD | -1.5% | -10.5% | +8.9% | -1.6% |
| 1Y | -20.8% | -22.4% | +1.6% | -16.9% |
| All | +354.5% | +32.2% | +322.3% | +329.2% |
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 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