+0.8%
SCHW vs ZETA
+84.8%
-84.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.3% |
| 7D | +5.2% | -5.0% | +10.2% | +5.8% |
| 30D | -4.7% | -3.3% | -1.3% | -4.4% |
| 3M | -11.9% | +31.0% | -42.9% | -15.2% |
| 6M | +2.7% | +72.2% | -69.4% | -5.2% |
| YTD | -5.6% | +56.2% | -61.8% | -13.4% |
| 1Y | +0.8% | +90.3% | -89.5% | -9.7% |
| All | +0.8% | +84.8% | -84.0% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling