+15.5%
SBUX vs ZETA
+281.1%
-265.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.2% |
| 7D | -3.9% | -2.4% | -1.5% | -3.7% |
| 30D | -2.8% | +15.6% | -18.4% | -4.2% |
| 3M | +8.2% | +41.5% | -33.3% | +4.3% |
| 6M | +4.3% | +63.4% | -59.2% | -1.7% |
| YTD | +23.3% | +51.3% | -28.0% | +16.7% |
| 1Y | +24.3% | +65.8% | -41.5% | +15.9% |
| 3Y | +15.5% | +279.2% | -263.7% | -10.8% |
| All | +15.5% | +281.1% | -265.6% | -10.8% |
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