+130.3%
SLV vs ZETA
+247.9%
-117.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | +6.7% | +15.8% | -9.1% | +5.5% |
| 3M | -10.7% | +35.4% | -46.1% | -12.7% |
| 6M | -20.6% | +67.1% | -87.7% | -23.6% |
| YTD | -7.1% | +54.1% | -61.2% | -10.4% |
| 1Y | +62.0% | +67.8% | -5.8% | +55.3% |
| 3Y | +169.8% | +311.4% | -141.6% | +140.2% |
| 5Y | +161.5% | +324.8% | -163.3% | +123.8% |
| All | +130.3% | +247.9% | -117.6% | +102.6% |
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 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