-4.9%
SHOP vs ZETA
+84.8%
-89.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.1% |
| 7D | -9.0% | -5.0% | -4.0% | -6.7% |
| 30D | -4.4% | -3.3% | -1.1% | -2.8% |
| 3M | +24.1% | +31.0% | -6.9% | +7.9% |
| 6M | +20.0% | +72.2% | -52.2% | -9.3% |
| YTD | -4.9% | +56.2% | -61.1% | -27.4% |
| 1Y | -4.9% | +90.3% | -95.2% | -31.5% |
| All | -4.9% | +84.8% | -89.7% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling