-78.0%
SE vs ZETA
+232.9%
-310.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -1.3% |
| 7D | +2.0% | -0.4% | +2.5% | +2.1% |
| 30D | -20.0% | -8.0% | -12.0% | -18.3% |
| 3M | -31.8% | +21.4% | -53.2% | -35.8% |
| 6M | -15.9% | +80.1% | -96.0% | -30.0% |
| YTD | -40.6% | +52.5% | -93.1% | -49.2% |
| 1Y | -50.7% | +58.5% | -109.2% | -58.5% |
| 3Y | +70.3% | +281.7% | -211.4% | -22.4% |
| All | -78.0% | +232.9% | -310.9% | -91.3% |
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