-4.1%
SAP vs ZETA
+61.6%
-65.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.4% |
| 7D | +1.6% | +6.2% | -4.6% | -0.3% |
| 30D | +10.5% | -2.0% | +12.6% | +10.8% |
| 3M | +15.2% | +21.7% | -6.5% | +7.5% |
| 6M | +36.7% | +89.1% | -52.5% | +11.2% |
| YTD | -0.6% | +59.3% | -59.9% | -16.9% |
| All | -4.1% | +61.6% | -65.7% | -20.1% |
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