-51.8%
SHAK vs ZYBT
-58.9%
+7.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 6M | -31.2% | +103.1% | -134.4% | -32.3% |
| YTD | -21.6% | +34.8% | -56.4% | -21.3% |
| 1Y | -38.8% | -83.2% | +44.4% | -32.8% |
| All | -51.8% | -58.9% | +7.1% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling