+5.2%
SBUX vs ZETA
+247.9%
-242.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.9% |
| 7D | -3.1% | +2.7% | -5.8% | -3.4% |
| 30D | -0.9% | +15.8% | -16.7% | -2.5% |
| 3M | +11.6% | +35.4% | -23.8% | +7.7% |
| 6M | +8.8% | +67.1% | -58.3% | +2.0% |
| YTD | +26.3% | +54.1% | -27.7% | +18.9% |
| 1Y | +23.1% | +67.8% | -44.7% | +14.2% |
| 3Y | +15.0% | +311.4% | -296.5% | -9.3% |
| 5Y | +0.4% | +324.8% | -324.4% | -22.4% |
| All | +5.2% | +247.9% | -242.7% | -19.1% |
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