+13,919.9%
STRL vs SHAK
+47.7%
+13,872.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -0.7% | +4.1% | +3.6% |
| 30D | -9.2% | -6.6% | -2.6% | -7.9% |
| 3M | -51.0% | +30.1% | -81.1% | -54.4% |
| 6M | +15.8% | -28.7% | +44.5% | +22.5% |
| YTD | +58.9% | -14.5% | +73.4% | +60.0% |
| 1Y | +68.5% | -31.9% | +100.4% | +78.8% |
| 3Y | +485.2% | -1.0% | +486.2% | +456.2% |
| 5Y | +2,005.1% | -18.7% | +2,023.8% | +1,892.3% |
| 10Y | +7,118.0% | +98.1% | +7,019.8% | +5,421.9% |
| All | +13,919.9% | +47.7% | +13,872.2% | +11,325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling