+3.0%
SHOP vs ZETA
+237.6%
-234.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -5.0% |
| 7D | -10.6% | -0.1% | -10.6% | -10.6% |
| 30D | -18.3% | +10.5% | -28.8% | -21.4% |
| 3M | +14.8% | +44.3% | -29.5% | +0.4% |
| 6M | -5.0% | +59.4% | -64.5% | -20.1% |
| YTD | -21.2% | +49.5% | -70.7% | -32.7% |
| 1Y | -11.6% | +62.7% | -74.3% | -27.6% |
| 3Y | +101.2% | +274.6% | -173.4% | -4.3% |
| 5Y | -15.7% | +349.3% | -365.0% | -63.2% |
| All | +3.0% | +237.6% | -234.6% | -54.7% |
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