-64.8%
Z vs SHAK
-18.7%
-46.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -4.2% | -6.6% | +2.4% | -1.8% |
| 3M | -3.7% | +30.1% | -33.8% | -13.1% |
| 6M | -24.5% | -28.7% | +4.2% | -17.6% |
| YTD | -49.3% | -14.5% | -34.8% | -48.9% |
| 1Y | -58.7% | -31.9% | -26.8% | -54.7% |
| 3Y | -34.1% | -1.0% | -33.2% | -46.3% |
| All | -64.8% | -18.7% | -46.1% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling