+15.1%
STZ vs SHAK
+97.7%
-82.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.8% |
| 7D | -0.9% | +3.0% | -4.0% | -1.4% |
| 30D | +14.9% | +8.2% | +6.7% | +13.5% |
| 3M | +8.4% | +4.6% | +3.9% | +7.4% |
| 6M | +2.8% | +16.3% | -13.5% | -0.3% |
| YTD | +7.5% | -7.6% | +15.1% | +6.4% |
| 1Y | +12.5% | -18.7% | +31.3% | +13.4% |
| 3Y | -35.4% | +36.4% | -71.8% | -42.9% |
| 5Y | -29.3% | -10.5% | -18.8% | -35.2% |
| All | +15.1% | +97.7% | -82.6% | -16.8% |
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