+19.5%
SHOP vs ZETA
+306.8%
-287.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -1.2% | +18.1% | -19.3% | -7.2% |
| 30D | -14.7% | +13.6% | -28.3% | -18.7% |
| 3M | -7.2% | +23.7% | -31.0% | -14.6% |
| 6M | +54.2% | +128.5% | -74.3% | +13.6% |
| YTD | -8.6% | +80.1% | -88.7% | -27.3% |
| 1Y | +0.5% | +98.0% | -97.5% | -22.8% |
| 3Y | +135.9% | +348.6% | -212.6% | +4.8% |
| 5Y | -11.9% | +286.6% | -298.5% | -63.4% |
| All | +19.5% | +306.8% | -287.3% | -51.0% |
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