+24.7%
Z vs SHAK
+1.3%
+23.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -4.2% | -6.6% | +2.4% | -2.1% |
| 3M | -3.7% | +30.1% | -33.8% | -12.0% |
| 6M | -24.5% | -28.7% | +4.2% | -18.6% |
| YTD | -49.3% | -14.5% | -34.8% | -48.7% |
| 1Y | -58.7% | -31.9% | -26.8% | -55.2% |
| 3Y | -34.1% | -1.0% | -33.2% | -41.6% |
| 5Y | -64.5% | -18.7% | -45.8% | -68.1% |
| 10Y | -0.5% | +98.1% | -98.6% | -35.8% |
| All | +24.7% | +1.3% | +23.4% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling