+84.6%
SLB vs ZETA
+247.9%
-163.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.5% |
| 7D | +0.8% | +2.7% | -1.8% | +0.6% |
| 30D | +15.8% | +15.8% | 0.0% | +14.3% |
| 3M | -0.3% | +35.4% | -35.8% | -3.1% |
| 6M | +21.3% | +67.1% | -45.8% | +15.3% |
| YTD | +52.3% | +54.1% | -1.8% | +45.2% |
| 1Y | +63.6% | +67.8% | -4.2% | +54.0% |
| 3Y | +3.8% | +311.4% | -307.7% | -13.8% |
| 5Y | +128.6% | +324.8% | -196.2% | +84.0% |
| All | +84.6% | +247.9% | -163.3% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling