-22.9%
SHAK vs ZYBT
-42.3%
+19.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.8% |
| 7D | +8.3% | -3.5% | +11.9% | +8.3% |
| 30D | +16.7% | +15.1% | +1.6% | +16.7% |
| 3M | +10.0% | +7.0% | +2.9% | +10.0% |
| 6M | -23.8% | +37.7% | -61.5% | -21.9% |
| YTD | -10.3% | +19.1% | -29.4% | -6.5% |
| 1Y | -22.9% | -38.3% | +15.4% | -15.3% |
| All | -22.9% | -42.3% | +19.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling