-9.3%
SHOP vs ZETA
+343.0%
-352.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -6.9% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | -11.5% | +15.6% | -27.1% | -16.4% |
| 3M | +21.1% | +41.5% | -20.4% | +6.1% |
| 6M | +3.0% | +63.4% | -60.4% | -14.6% |
| YTD | -16.7% | +51.3% | -68.0% | -29.6% |
| 1Y | -8.3% | +65.8% | -74.1% | -26.0% |
| 3Y | +112.8% | +279.2% | -166.4% | -3.8% |
| 5Y | -9.3% | +341.8% | -351.0% | -62.9% |
| All | -9.3% | +343.0% | -352.3% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling