+79.4%
SAP vs ZETA
+313.7%
-234.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -3.9% | +26.5% | -30.4% | -7.2% |
| 30D | +6.5% | +10.3% | -3.8% | +4.7% |
| 3M | +14.7% | +30.5% | -15.9% | +9.8% |
| 6M | +39.9% | +129.4% | -89.4% | +23.4% |
| YTD | -2.0% | +83.1% | -85.1% | -11.5% |
| 1Y | -6.0% | +82.1% | -88.1% | -15.3% |
| 3Y | +67.7% | +352.3% | -284.6% | +27.2% |
| 5Y | +78.8% | +293.1% | -214.4% | +31.5% |
| All | +79.4% | +313.7% | -234.3% | +26.9% |
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