-16.9%
Z vs SHAK
+105.4%
-122.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -13.1% | +3.0% | -16.1% | -13.9% |
| 30D | +5.9% | +8.2% | -2.4% | +3.0% |
| 3M | -13.7% | +4.6% | -18.2% | -15.3% |
| 6M | -27.1% | +16.3% | -43.5% | -31.9% |
| YTD | -56.8% | -7.6% | -49.2% | -57.6% |
| 1Y | -60.2% | -18.7% | -41.5% | -59.3% |
| 3Y | -19.7% | +36.4% | -56.1% | -38.3% |
| 5Y | -53.7% | -10.5% | -43.2% | -60.0% |
| 10Y | -16.9% | +99.0% | -115.9% | -54.0% |
| All | -16.9% | +105.4% | -122.2% | -54.0% |
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