+68.4%
SAP vs ZETA
+348.6%
-280.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.6% |
| 7D | +0.6% | +18.1% | -17.5% | -2.3% |
| 30D | +6.5% | +13.6% | -7.0% | +3.9% |
| 3M | +12.2% | +23.7% | -11.5% | +7.6% |
| 6M | +46.1% | +128.5% | -82.4% | +26.2% |
| YTD | -1.6% | +80.1% | -81.7% | -12.7% |
| 1Y | -5.1% | +98.0% | -103.1% | -16.9% |
| 3Y | +68.4% | +348.6% | -280.2% | +16.6% |
| All | +68.4% | +348.6% | -280.2% | +16.6% |
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