+83.2%
SLB vs ZETA
+237.6%
-154.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +7.8% | +10.5% | -2.7% | +6.8% |
| 3M | +2.7% | +44.3% | -41.6% | -0.8% |
| 6M | +22.2% | +59.4% | -37.3% | +16.5% |
| YTD | +51.1% | +49.5% | +1.6% | +44.3% |
| 1Y | +63.3% | +62.7% | +0.7% | +54.1% |
| 3Y | +2.4% | +274.6% | -272.2% | -14.2% |
| 5Y | +139.3% | +349.3% | -210.0% | +91.7% |
| All | +83.2% | +237.6% | -154.5% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling