-31.2%
SHAK vs ZYBT
+96.2%
-127.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.2% |
| 7D | -8.3% | -3.7% | -4.6% | -8.3% |
| 30D | -12.6% | 0.0% | -12.6% | -12.6% |
| 3M | +9.1% | +72.2% | -63.1% | +11.2% |
| 6M | -31.2% | +103.1% | -134.4% | -30.9% |
| All | -31.2% | +96.2% | -127.5% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling