+38.4%
STZ vs SHAK
+47.7%
-9.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -1.9% | -6.6% | +4.7% | -1.1% |
| 3M | -6.2% | +30.1% | -36.3% | -9.5% |
| 6M | -14.0% | -28.7% | +14.7% | -11.5% |
| YTD | -5.1% | -14.5% | +9.4% | -4.8% |
| 1Y | -9.6% | -31.9% | +22.3% | -6.9% |
| 3Y | -47.2% | -1.0% | -46.3% | -49.9% |
| 5Y | -33.6% | -18.7% | -14.9% | -37.4% |
| 10Y | -9.8% | +98.1% | -107.9% | -26.0% |
| All | +38.4% | +47.7% | -9.2% | +12.6% |
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 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