+162.6%
SHEL vs ZETA
+281.0%
-118.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | +0.8% | +18.1% | -17.3% | +0.1% |
| 30D | -3.6% | +13.6% | -17.2% | -4.1% |
| 3M | +12.0% | +23.7% | -11.7% | +10.9% |
| 6M | +19.7% | +128.5% | -108.8% | +14.9% |
| YTD | +39.6% | +80.1% | -40.5% | +34.9% |
| 1Y | +36.4% | +98.0% | -61.6% | +31.1% |
| 3Y | +70.2% | +348.6% | -278.4% | +49.0% |
| All | +162.6% | +281.0% | -118.3% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 5y: compounded portfolio wealth divided by compounded ZETA 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…
5y analysis · Full analysis span regression · 6 months rolling