-4.5%
SLB vs ZETA
+273.0%
-277.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.2% |
| 7D | -7.1% | -0.4% | -6.7% | -7.1% |
| 30D | +4.1% | -8.0% | +12.1% | +4.6% |
| 3M | -2.6% | +21.4% | -24.0% | -4.2% |
| 6M | -8.6% | +80.1% | -88.6% | -13.3% |
| YTD | +32.2% | +52.5% | -20.3% | +26.4% |
| 1Y | +40.7% | +58.5% | -17.8% | +33.7% |
| 3Y | -4.5% | +281.7% | -286.2% | -20.3% |
| All | -4.5% | +273.0% | -277.5% | -20.3% |
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