-29.8%
STZ vs SHAK
-12.1%
-17.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | +2.6% | +4.3% | -1.7% | +2.1% |
| 30D | +15.2% | +9.0% | +6.2% | +14.1% |
| 3M | +7.6% | +1.8% | +5.8% | +7.2% |
| 6M | +5.3% | +17.3% | -12.1% | +3.1% |
| YTD | +8.6% | -7.6% | +16.3% | +7.9% |
| 1Y | +15.6% | -16.9% | +32.5% | +15.9% |
| 3Y | -35.2% | +35.1% | -70.2% | -39.9% |
| All | -29.8% | -12.1% | -17.8% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling