+85.4%
SLV vs ZETA
+259.8%
-174.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +2.4% |
| 7D | +5.6% | +6.2% | -0.6% | +5.2% |
| 30D | -12.1% | -2.0% | -10.1% | -12.0% |
| 3M | -16.3% | +21.7% | -38.0% | -17.5% |
| 6M | -34.1% | +89.1% | -123.2% | -37.0% |
| YTD | -25.3% | +59.3% | -84.6% | -28.1% |
| 1Y | +9.6% | +66.2% | -56.6% | +5.2% |
| 3Y | +132.7% | +297.3% | -164.6% | +107.4% |
| 5Y | +113.7% | +227.5% | -113.8% | +85.6% |
| All | +85.4% | +259.8% | -174.5% | +62.6% |
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