+312.2%
ZBRA vs SHAK
+31.3%
+280.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.4% |
| 7D | -3.8% | -11.0% | +7.2% | -0.6% |
| 30D | -10.2% | -14.0% | +3.8% | -6.3% |
| 3M | +58.7% | +13.3% | +45.4% | +52.0% |
| 6M | +61.9% | -35.3% | +97.2% | +77.7% |
| YTD | +41.7% | -24.0% | +65.7% | +47.4% |
| 1Y | +12.4% | -36.7% | +49.1% | +23.1% |
| 3Y | +34.2% | -5.4% | +39.6% | +26.6% |
| 5Y | -40.8% | -24.9% | -15.8% | -43.4% |
| 10Y | +420.3% | +79.6% | +340.7% | +259.0% |
| All | +312.2% | +31.3% | +280.9% | +196.1% |
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