+432.9%
SNXX vs ZETA
+47.8%
+385.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.1% | +27.5% | +21.9% |
| 7D | +34.9% | +2.7% | +32.2% | +36.4% |
| 30D | +52.5% | +15.8% | +36.7% | +60.4% |
| 3M | -41.3% | +35.4% | -76.8% | -26.2% |
| 6M | +293.8% | +67.1% | +226.7% | +380.7% |
| All | +432.9% | +47.8% | +385.1% | +548.2% |
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