-14.1%
STZ vs SHAK
+84.4%
-98.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -5.2% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | -10.9% | -5.2% | -5.6% | -10.2% |
| 3M | -13.4% | +27.3% | -40.7% | -16.8% |
| 6M | -16.2% | -27.9% | +11.7% | -13.4% |
| YTD | -10.4% | -17.0% | +6.5% | -9.8% |
| 1Y | -14.8% | -30.9% | +16.2% | -11.9% |
| 3Y | -50.1% | +3.4% | -53.5% | -53.7% |
| 5Y | -38.8% | -20.5% | -18.3% | -43.0% |
| 10Y | -14.1% | +88.3% | -102.4% | -35.6% |
| All | -14.1% | +84.4% | -98.4% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling