+9.6%
ZM vs SHAK
-21.2%
+30.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -0.1% |
| 7D | -8.4% | +8.3% | -16.7% | -8.6% |
| 30D | -1.9% | +16.7% | -18.6% | -2.2% |
| 3M | -10.1% | +10.0% | -20.0% | -10.3% |
| 6M | -13.9% | -23.8% | +9.9% | -16.6% |
| YTD | +6.4% | -10.3% | +16.7% | +3.1% |
| 1Y | +9.6% | -22.9% | +32.4% | +10.3% |
| All | +9.6% | -21.2% | +30.8% | +10.3% |
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