+73.7%
SLV vs ZETA
+313.7%
-239.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -3.2% |
| 7D | -3.9% | +26.5% | -30.3% | -5.5% |
| 30D | -15.6% | +10.3% | -25.9% | -16.3% |
| 3M | -23.6% | +30.5% | -54.1% | -25.1% |
| 6M | -42.6% | +129.4% | -171.9% | -45.9% |
| YTD | -30.0% | +83.1% | -113.1% | -33.3% |
| 1Y | -6.6% | +82.1% | -88.7% | -11.1% |
| 3Y | +121.8% | +352.3% | -230.5% | +95.9% |
| 5Y | +92.7% | +293.1% | -200.5% | +65.4% |
| All | +73.7% | +313.7% | -239.9% | +50.8% |
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 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