-14.5%
Z vs SHAK
+141.8%
-156.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.5% | +1.3% |
| 7D | -5.2% | +6.5% | -11.6% | -7.1% |
| 30D | +5.7% | +15.3% | -9.6% | +0.6% |
| 3M | -8.7% | +8.5% | -17.2% | -11.6% |
| 6M | -26.0% | +10.0% | -36.0% | -29.5% |
| YTD | -55.0% | -5.0% | -50.1% | -56.3% |
| 1Y | -58.0% | -15.3% | -42.7% | -57.6% |
| 3Y | -15.2% | +40.7% | -55.9% | -35.3% |
| 5Y | -53.8% | -7.9% | -45.9% | -60.4% |
| 10Y | -14.5% | +132.0% | -146.5% | -50.7% |
| All | -14.5% | +141.8% | -156.4% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling