+20.6%
SHOP vs ZYBT
-58.9%
+79.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | -11.2% | -3.7% | -7.5% | -11.2% |
| 30D | -14.4% | 0.0% | -14.4% | -14.4% |
| 3M | +16.6% | +72.2% | -55.6% | +14.9% |
| 6M | -0.6% | +103.1% | -103.7% | -4.1% |
| YTD | -20.0% | +34.8% | -54.8% | -21.4% |
| 1Y | -11.2% | -83.2% | +72.0% | -5.3% |
| All | +20.6% | -58.9% | +79.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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