+128.6%
SLV vs ZETA
+241.7%
-113.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.6% |
| 7D | +2.5% | -2.4% | +4.9% | +2.7% |
| 30D | +3.3% | +15.6% | -12.3% | +2.2% |
| 3M | -3.6% | +41.5% | -45.1% | -6.0% |
| 6M | -21.8% | +63.4% | -85.2% | -24.7% |
| YTD | -7.8% | +51.3% | -59.1% | -11.0% |
| 1Y | +58.3% | +65.8% | -7.5% | +51.9% |
| 3Y | +182.6% | +279.2% | -96.6% | +152.7% |
| 5Y | +167.8% | +341.8% | -174.0% | +129.0% |
| All | +128.6% | +241.7% | -113.1% | +101.3% |
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