+55.1%
ZM vs SHAK
+8.3%
+46.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.8% |
| 7D | +0.3% | -7.2% | +7.5% | +1.5% |
| 30D | -10.3% | -11.8% | +1.5% | -8.5% |
| 3M | -0.7% | +17.2% | -17.8% | -3.5% |
| 6M | +24.8% | -34.1% | +59.0% | +30.8% |
| YTD | +11.5% | -22.4% | +33.8% | +12.8% |
| 1Y | +12.3% | -35.9% | +48.3% | +17.3% |
| 3Y | +33.5% | -3.4% | +36.8% | +24.3% |
| 5Y | -67.5% | -25.4% | -42.1% | -70.7% |
| All | +55.1% | +8.3% | +46.8% | +30.9% |
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