+324.4%
SNXX vs ZETA
+67.2%
+257.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.3% |
| 7D | +27.3% | -0.1% | +27.4% | +27.4% |
| 30D | +89.3% | +10.5% | +78.8% | +95.5% |
| 3M | -29.6% | +44.3% | -73.9% | -10.6% |
| 6M | +324.4% | +59.4% | +265.0% | +439.7% |
| All | +324.4% | +67.2% | +257.2% | +439.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling