-5.8%
Z vs SHAK
+84.4%
-90.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.6% | -5.5% |
| 7D | -3.3% | -0.3% | -2.9% | -3.1% |
| 30D | -3.7% | -5.2% | +1.5% | -1.9% |
| 3M | -7.0% | +27.3% | -34.3% | -14.9% |
| 6M | -29.5% | -27.9% | -1.6% | -23.9% |
| YTD | -52.6% | -17.0% | -35.6% | -51.6% |
| 1Y | -64.0% | -30.9% | -33.1% | -61.0% |
| 3Y | -36.4% | +3.4% | -39.8% | -45.6% |
| 5Y | -65.8% | -20.5% | -45.3% | -69.6% |
| 10Y | -5.8% | +88.3% | -94.1% | -43.9% |
| All | -5.8% | +84.4% | -90.2% | -43.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling