+112.8%
SHOP vs ZETA
+281.1%
-168.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -7.0% |
| 7D | -4.1% | -2.4% | -1.7% | -3.4% |
| 30D | -11.5% | +15.6% | -27.1% | -15.7% |
| 3M | +21.1% | +41.5% | -20.4% | +8.3% |
| 6M | +3.0% | +63.4% | -60.4% | -12.0% |
| YTD | -16.7% | +51.3% | -68.0% | -27.7% |
| 1Y | -8.3% | +65.8% | -74.1% | -22.8% |
| 3Y | +112.8% | +279.2% | -166.4% | -6.9% |
| All | +112.8% | +281.1% | -168.2% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling