+3.4%
SLB vs ZETA
+348.6%
-345.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +3.5% | +18.1% | -14.6% | +2.2% |
| 30D | +6.5% | +13.6% | -7.1% | +5.4% |
| 3M | -0.2% | +23.7% | -24.0% | -2.0% |
| 6M | -5.7% | +128.5% | -134.2% | -12.4% |
| YTD | +36.8% | +80.1% | -43.3% | +29.0% |
| 1Y | +45.8% | +98.0% | -52.2% | +36.1% |
| 3Y | +3.4% | +348.6% | -345.2% | -18.2% |
| All | +3.4% | +348.6% | -345.2% | -18.2% |
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