-50.5%
SE vs ZETA
+74.8%
-125.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.2% | -9.7% | -3.3% |
| 7D | 0.0% | +13.2% | -13.2% | -2.7% |
| 30D | -19.4% | +6.0% | -25.4% | -20.6% |
| 3M | -33.1% | +27.3% | -60.4% | -37.0% |
| 6M | -11.4% | +104.6% | -116.1% | -24.2% |
| YTD | -39.8% | +72.3% | -112.1% | -46.5% |
| 1Y | -50.5% | +76.3% | -126.8% | -56.9% |
| All | -50.5% | +74.8% | -125.3% | -56.9% |
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