-91.0%
SNDQ vs ZETA
+80.6%
-171.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.6% | +12.7% | +14.5% |
| 7D | +66.1% | -5.0% | +71.1% | +68.4% |
| 30D | +122.5% | -3.3% | +125.9% | +120.8% |
| 3M | +11.6% | +31.0% | -19.4% | -9.4% |
| 6M | -82.2% | +72.2% | -154.3% | -89.1% |
| All | -91.0% | +80.6% | -171.6% | -94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling