+81.9%
SAP vs ZETA
+259.8%
-177.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.1% |
| 7D | +1.6% | +6.2% | -4.6% | +0.6% |
| 30D | +10.5% | -2.0% | +12.6% | +10.7% |
| 3M | +15.2% | +21.7% | -6.5% | +11.5% |
| 6M | +36.7% | +89.1% | -52.5% | +24.0% |
| YTD | -0.6% | +59.3% | -59.9% | -8.3% |
| 1Y | -4.1% | +66.2% | -70.3% | -12.3% |
| 3Y | +73.2% | +297.3% | -224.1% | +34.1% |
| 5Y | +74.1% | +227.5% | -153.4% | +30.8% |
| All | +81.9% | +259.8% | -177.9% | +31.5% |
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