+21.0%
SHOP vs ZETA
+244.4%
-223.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.3% | -1.7% | +1.7% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -10.3% | -8.0% | -2.3% | -7.5% |
| 3M | +1.0% | +21.4% | -20.4% | -6.2% |
| 6M | +41.2% | +80.1% | -38.9% | +13.7% |
| YTD | -7.5% | +52.5% | -60.0% | -21.6% |
| 1Y | -4.6% | +58.5% | -63.1% | -20.5% |
| 3Y | +146.4% | +281.7% | -135.3% | +16.3% |
| 5Y | -2.5% | +237.3% | -239.8% | -57.0% |
| All | +21.0% | +244.4% | -223.4% | -47.2% |
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