+70.8%
SAP vs ZETA
+232.9%
-162.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -5.0% |
| 7D | -0.7% | -0.4% | -0.2% | -0.7% |
| 30D | +11.1% | -8.0% | +19.1% | +12.4% |
| 3M | +17.0% | +21.4% | -4.4% | +12.9% |
| 6M | +34.8% | +80.1% | -45.3% | +21.9% |
| YTD | -2.2% | +52.5% | -54.7% | -10.1% |
| 1Y | -6.4% | +58.5% | -64.9% | -14.6% |
| 3Y | +75.1% | +281.7% | -206.5% | +29.7% |
| All | +70.8% | +232.9% | -162.2% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling