+23.4%
SHW vs ZETA
+281.1%
-257.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -1.2% | -2.4% | +1.3% | -1.0% |
| 30D | -11.6% | +15.6% | -27.2% | -12.6% |
| 3M | +9.1% | +41.5% | -32.4% | +6.1% |
| 6M | -0.7% | +63.4% | -64.1% | -4.8% |
| YTD | +1.4% | +51.3% | -49.9% | -2.5% |
| 1Y | -12.3% | +65.8% | -78.1% | -16.6% |
| 3Y | +23.4% | +279.2% | -255.8% | -4.7% |
| All | +23.4% | +281.1% | -257.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling