+398.6%
ZS vs SHAK
+54.9%
+343.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.2% |
| 7D | -3.1% | -8.3% | +5.2% | -1.0% |
| 30D | -7.2% | -12.6% | +5.4% | -4.1% |
| 3M | +30.5% | +9.1% | +21.4% | +26.3% |
| 6M | +7.0% | -31.2% | +38.2% | +12.7% |
| YTD | -26.8% | -21.6% | -5.3% | -26.2% |
| 1Y | -42.6% | -38.8% | -3.8% | -38.1% |
| 3Y | -0.3% | +0.6% | -0.9% | -13.4% |
| 5Y | -39.2% | -22.5% | -16.7% | -46.3% |
| All | +398.6% | +54.9% | +343.7% | +245.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling