+4.5%
Z vs SHAK
+10.8%
-6.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.0% |
| 7D | -6.5% | +8.2% | -14.7% | -8.7% |
| 30D | -0.1% | +13.5% | -13.6% | -4.1% |
| 3M | -14.1% | +6.2% | -20.4% | -16.0% |
| 6M | -30.1% | +8.2% | -38.3% | -32.8% |
| YTD | -57.5% | -6.5% | -51.0% | -58.4% |
| 1Y | -60.3% | -19.2% | -41.1% | -59.3% |
| 3Y | -21.0% | +37.9% | -59.0% | -37.5% |
| 5Y | -54.9% | -9.5% | -45.4% | -60.3% |
| 10Y | -16.0% | +106.2% | -122.2% | -47.1% |
| All | +4.5% | +10.8% | -6.3% | -37.2% |
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