-67.1%
ZM vs SHAK
-22.8%
-44.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.7% |
| 7D | -5.7% | -8.3% | +2.6% | -3.6% |
| 30D | -9.1% | -12.6% | +3.5% | -5.9% |
| 3M | +3.5% | +9.1% | -5.6% | +0.5% |
| 6M | +25.7% | -31.2% | +56.9% | +34.0% |
| YTD | +10.8% | -21.6% | +32.3% | +11.8% |
| 1Y | +12.8% | -38.8% | +51.5% | +22.7% |
| 3Y | +33.1% | +0.6% | +32.5% | +6.1% |
| All | -67.1% | -22.8% | -44.3% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling