-7.9%
SHW vs ZETA
+68.7%
-76.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -3.2% | +2.7% | -5.9% | -3.4% |
| 30D | -9.5% | +15.8% | -25.3% | -10.3% |
| 3M | +11.5% | +35.4% | -24.0% | +9.2% |
| 6M | -3.5% | +67.1% | -70.7% | -6.5% |
| YTD | +3.7% | +54.1% | -50.3% | +1.3% |
| 1Y | -7.9% | +67.8% | -75.7% | -10.3% |
| All | -7.9% | +68.7% | -76.6% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling