-60.3%
Z vs SHAK
-18.1%
-42.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.1% |
| 7D | -6.5% | +8.2% | -14.7% | -8.0% |
| 30D | -0.1% | +13.5% | -13.6% | -2.8% |
| 3M | -14.1% | +6.2% | -20.4% | -15.6% |
| 6M | -30.1% | +8.2% | -38.3% | -31.8% |
| YTD | -57.5% | -6.5% | -51.0% | -57.3% |
| 1Y | -60.3% | -19.2% | -41.1% | -57.1% |
| All | -60.3% | -18.1% | -42.2% | -57.1% |
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