+14.4%
SGOV vs ZETA
+269.4%
-255.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | 0.0% |
| 7D | 0.0% | -3.7% | +3.8% | +0.1% |
| 30D | +0.3% | +5.7% | -5.4% | +0.3% |
| 3M | +0.9% | +50.4% | -49.5% | +0.9% |
| 6M | +1.8% | +65.5% | -63.6% | +1.8% |
| YTD | +2.5% | +48.3% | -45.8% | +2.5% |
| 1Y | +3.8% | +45.4% | -41.6% | +3.8% |
| 3Y | +14.4% | +270.8% | -256.4% | +14.3% |
| All | +14.4% | +269.4% | -255.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling