+32.3%
SHW vs ZETA
+306.8%
-274.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +1.9% | +18.1% | -16.2% | +0.7% |
| 30D | +8.1% | +13.6% | -5.5% | +7.0% |
| 3M | -2.8% | +23.7% | -26.5% | -4.5% |
| 6M | +15.0% | +128.5% | -113.5% | +7.7% |
| YTD | +9.0% | +80.1% | -71.1% | +3.3% |
| 1Y | +4.5% | +98.0% | -93.5% | -1.8% |
| 3Y | +41.9% | +348.6% | -306.7% | +19.5% |
| 5Y | +10.7% | +286.6% | -275.9% | -7.3% |
| All | +32.3% | +306.8% | -274.5% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling