+61.7%
SLB vs ZETA
+259.8%
-198.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.6% |
| 7D | -3.7% | +6.2% | -9.9% | -4.2% |
| 30D | +2.9% | -2.0% | +4.9% | +3.0% |
| 3M | +0.2% | +21.7% | -21.5% | -1.6% |
| 6M | -4.4% | +89.1% | -93.6% | -10.1% |
| YTD | +33.4% | +59.3% | -25.9% | +26.6% |
| 1Y | +40.8% | +66.2% | -25.4% | +32.9% |
| 3Y | +3.2% | +297.3% | -294.1% | -14.0% |
| 5Y | +64.8% | +227.5% | -162.7% | +33.6% |
| All | +61.7% | +259.8% | -198.1% | +33.3% |
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 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