+19.1%
SHOP vs ZETA
+289.2%
-270.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.2% | -11.8% | -6.5% |
| 7D | +2.8% | +13.2% | -10.4% | -1.8% |
| 30D | -14.2% | +6.0% | -20.2% | -16.1% |
| 3M | -5.5% | +27.3% | -32.9% | -13.9% |
| 6M | +32.8% | +104.6% | -71.8% | +1.9% |
| YTD | -8.9% | +72.3% | -81.3% | -26.3% |
| 1Y | -7.7% | +76.3% | -84.0% | -26.2% |
| 3Y | +139.0% | +325.6% | -186.6% | +8.3% |
| 5Y | -0.5% | +254.2% | -254.8% | -58.0% |
| All | +19.1% | +289.2% | -270.1% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling