+55.7%
ZTS vs SHAK
+87.2%
-31.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -3.7% | -8.3% | +4.5% | -2.2% |
| 30D | -0.8% | -12.6% | +11.9% | +1.7% |
| 3M | -9.7% | +9.1% | -18.9% | -11.8% |
| 6M | -38.4% | -31.2% | -7.1% | -34.2% |
| YTD | -41.1% | -21.6% | -19.5% | -38.7% |
| 1Y | -50.6% | -38.8% | -11.8% | -46.6% |
| 3Y | -59.1% | +0.6% | -59.8% | -61.1% |
| 5Y | -62.7% | -22.5% | -40.2% | -64.4% |
| All | +55.7% | +87.2% | -31.5% | +14.9% |
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 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