+89.5%
ZTS vs SHAK
+34.1%
+55.4%
-69.5%
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 | -3.8% | -7.2% | +3.4% | -2.5% |
| 30D | -2.0% | -11.8% | +9.8% | 0.0% |
| 3M | -10.2% | +17.2% | -27.4% | -13.2% |
| 6M | -39.4% | -34.1% | -5.3% | -35.2% |
| YTD | -40.8% | -22.4% | -18.4% | -38.5% |
| 1Y | -50.1% | -35.9% | -14.2% | -46.8% |
| 3Y | -58.9% | -3.4% | -55.5% | -60.4% |
| 5Y | -62.4% | -25.4% | -36.9% | -63.6% |
| 10Y | +58.8% | +83.4% | -24.6% | +24.0% |
| All | +89.5% | +34.1% | +55.4% | +53.2% |
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 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