-60.0%
Z vs SHAK
-22.0%
-38.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.5% |
| 7D | -4.9% | +4.1% | -9.0% | -5.8% |
| 30D | +3.0% | +2.3% | +0.7% | +2.5% |
| 3M | -13.4% | -0.2% | -13.2% | -13.7% |
| 6M | -27.3% | +10.1% | -37.4% | -29.2% |
| YTD | -57.8% | -10.5% | -47.3% | -57.2% |
| 1Y | -60.0% | -22.4% | -37.6% | -56.6% |
| All | -60.0% | -22.0% | -38.0% | -56.6% |
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