-19.4%
Z vs SHAK
+32.2%
-51.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.5% |
| 7D | -4.9% | +4.1% | -9.0% | -5.9% |
| 30D | +3.0% | +2.3% | +0.7% | +2.5% |
| 3M | -13.4% | -0.2% | -13.2% | -13.5% |
| 6M | -27.3% | +10.1% | -37.4% | -29.5% |
| YTD | -57.8% | -10.5% | -47.3% | -57.9% |
| 1Y | -60.0% | -22.4% | -37.6% | -58.7% |
| All | -19.4% | +32.2% | -51.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling