+90.3%
ZETA vs SHAK
-21.2%
+111.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.6% |
| 7D | -5.0% | +8.3% | -13.3% | -7.2% |
| 30D | -3.3% | +16.7% | -20.0% | -7.7% |
| 3M | +31.0% | +10.0% | +21.0% | +27.2% |
| 6M | +72.2% | -23.8% | +96.0% | +81.5% |
| YTD | +56.2% | -10.3% | +66.5% | +50.3% |
| 1Y | +90.3% | -22.9% | +113.2% | +126.7% |
| All | +90.3% | -21.2% | +111.5% | +126.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling