-31.9%
SHAK vs ZYBT
-83.2%
+51.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.1% |
| 7D | -0.7% | -6.9% | +6.2% | -0.7% |
| 30D | -6.6% | -31.8% | +25.1% | -6.6% |
| 3M | +30.1% | +94.0% | -63.9% | +32.0% |
| 6M | -28.7% | +99.0% | -127.8% | -28.3% |
| YTD | -14.5% | +40.0% | -54.5% | -12.9% |
| 1Y | -31.9% | -79.5% | +47.7% | -26.4% |
| All | -31.9% | -83.2% | +51.3% | -26.4% |
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