-26.7%
ZTS vs SHAK
-21.2%
-5.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.8% | +3.7% | +6.2% |
| 7D | +15.4% | +8.3% | +7.1% | +12.6% |
| 30D | +25.8% | +16.7% | +9.1% | +19.5% |
| 3M | +18.1% | +10.0% | +8.1% | +13.0% |
| 6M | -19.7% | -23.8% | +4.1% | -9.1% |
| YTD | -27.5% | -10.3% | -17.2% | -20.2% |
| 1Y | -26.7% | -22.9% | -3.8% | -14.2% |
| All | -26.7% | -21.2% | -5.5% | -14.2% |
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