+6.5%
Z vs SHAK
+5.0%
+1.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.4% |
| 7D | -4.6% | +2.0% | -6.6% | -5.0% |
| 30D | +8.3% | +12.0% | -3.7% | +4.5% |
| 3M | -11.6% | +2.3% | -14.0% | -12.5% |
| 6M | -33.6% | -25.5% | -8.1% | -29.4% |
| YTD | -56.7% | -11.4% | -45.3% | -56.8% |
| 1Y | -59.1% | -21.8% | -37.3% | -57.7% |
| 3Y | -20.4% | +25.8% | -46.2% | -35.0% |
| 5Y | -55.3% | -21.0% | -34.3% | -59.2% |
| 10Y | -14.2% | +126.4% | -140.6% | -46.1% |
| All | +6.5% | +5.0% | +1.6% | -34.8% |
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