-0.9%
SO vs ZETA
+68.7%
-69.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.9% |
| 7D | -0.2% | +2.7% | -2.8% | 0.0% |
| 30D | -4.6% | +15.8% | -20.4% | -3.9% |
| 3M | -3.0% | +35.4% | -38.5% | -1.6% |
| 6M | -8.3% | +67.1% | -75.4% | -6.1% |
| YTD | +3.5% | +54.1% | -50.5% | +5.8% |
| 1Y | -0.9% | +67.8% | -68.8% | +1.6% |
| All | -0.9% | +68.7% | -69.7% | +1.6% |
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 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