+64.8%
SAP vs ZETA
+247.9%
-183.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.3% |
| 7D | -2.9% | +2.7% | -5.6% | -3.3% |
| 30D | +9.0% | +15.8% | -6.8% | +6.6% |
| 3M | +14.9% | +35.4% | -20.5% | +9.6% |
| 6M | +11.9% | +67.1% | -55.2% | +3.3% |
| YTD | -9.9% | +54.1% | -64.0% | -16.3% |
| 1Y | -19.5% | +67.8% | -87.4% | -26.5% |
| 3Y | +61.8% | +311.4% | -249.6% | +25.0% |
| 5Y | +56.2% | +324.8% | -268.6% | +17.9% |
| All | +64.8% | +247.9% | -183.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling