+246.3%
ZETA vs SHAK
-31.9%
+278.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | +15.6% | -5.2% | +20.8% | +18.4% |
| 3M | +41.5% | +27.3% | +14.2% | +25.2% |
| 6M | +63.4% | -27.9% | +91.3% | +81.6% |
| YTD | +51.3% | -17.0% | +68.3% | +55.6% |
| 1Y | +65.8% | -30.9% | +96.7% | +87.4% |
| 3Y | +279.2% | +3.4% | +275.8% | +225.7% |
| 5Y | +341.8% | -20.5% | +362.2% | +277.5% |
| All | +246.3% | -31.9% | +278.3% | +209.6% |
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