+270.8%
ZETA vs SHAK
-2.6%
+273.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.6% |
| 7D | -3.7% | -8.3% | +4.6% | -0.3% |
| 30D | +5.7% | -12.6% | +18.3% | +11.6% |
| 3M | +50.4% | +9.1% | +41.3% | +44.6% |
| 6M | +65.5% | -31.2% | +96.7% | +85.3% |
| YTD | +48.3% | -21.6% | +69.9% | +55.4% |
| 1Y | +45.4% | -38.8% | +84.2% | +71.4% |
| 3Y | +270.8% | +0.6% | +270.1% | +262.8% |
| All | +270.8% | -2.6% | +273.4% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling