+17.9%
SHOP vs ZETA
+247.9%
-230.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.9% |
| 7D | -5.1% | +2.7% | -7.8% | -6.2% |
| 30D | +0.6% | +15.8% | -15.2% | -5.0% |
| 3M | +25.0% | +35.4% | -10.4% | +11.7% |
| 6M | +11.9% | +67.1% | -55.2% | -7.4% |
| YTD | -9.9% | +54.1% | -63.9% | -23.9% |
| 1Y | 0.0% | +67.8% | -67.9% | -19.1% |
| 3Y | +117.5% | +311.4% | -193.9% | -0.5% |
| 5Y | -6.6% | +324.8% | -331.4% | -59.4% |
| All | +17.9% | +247.9% | -230.1% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling