+59.6%
SCHW vs ZETA
+337.8%
-278.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -2.0% |
| 30D | -0.1% | +4.8% | -4.9% | -0.7% |
| 3M | +20.6% | +53.3% | -32.8% | +14.1% |
| 6M | +15.9% | +66.8% | -50.9% | +8.0% |
| YTD | +8.5% | +50.2% | -41.7% | +1.7% |
| 1Y | +17.8% | +62.0% | -44.2% | +8.9% |
| 3Y | +88.5% | +276.4% | -187.8% | +42.6% |
| All | +59.6% | +337.8% | -278.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling