-53.6%
Z vs SHAK
-21.2%
-32.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.8% | +5.6% | +8.6% |
| 7D | +10.2% | +8.3% | +1.8% | +8.4% |
| 30D | +23.7% | +16.7% | +7.0% | +19.7% |
| 3M | -6.6% | +10.0% | -16.5% | -8.6% |
| 6M | -23.0% | -23.8% | +0.8% | -20.8% |
| YTD | -50.3% | -10.3% | -40.0% | -49.6% |
| 1Y | -53.6% | -22.9% | -30.7% | -50.4% |
| All | -53.6% | -21.2% | -32.3% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling