+404.4%
SNXX vs ZETA
+44.1%
+360.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.4% | -7.8% |
| 7D | +16.8% | -6.5% | +23.3% | +14.4% |
| 30D | +65.3% | +4.8% | +60.5% | +68.0% |
| 3M | -34.8% | +53.3% | -88.1% | -18.4% |
| 6M | +255.1% | +66.8% | +188.3% | +333.9% |
| All | +404.4% | +44.1% | +360.3% | +508.1% |
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