+15.6%
SCHW vs ZETA
+60.9%
-45.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -1.9% | -3.7% | +1.9% | -1.4% |
| 30D | -1.6% | +5.7% | -7.3% | -2.4% |
| 3M | +21.3% | +50.4% | -29.2% | +14.4% |
| 6M | +16.5% | +65.5% | -49.0% | +7.7% |
| YTD | +8.4% | +48.3% | -39.9% | +0.5% |
| 1Y | +15.6% | +45.4% | -29.7% | +8.8% |
| All | +15.6% | +60.9% | -45.2% | +8.8% |
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 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