+77.7%
SO vs ZETA
+306.8%
-229.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | +1.4% | +18.1% | -16.8% | +1.4% |
| 30D | +4.7% | +13.6% | -8.9% | +4.7% |
| 3M | +1.7% | +23.7% | -22.0% | +1.7% |
| 6M | +2.2% | +128.5% | -126.3% | +1.9% |
| YTD | +10.0% | +80.1% | -70.1% | +9.8% |
| 1Y | +6.0% | +98.0% | -92.0% | +5.8% |
| 3Y | +54.1% | +348.6% | -294.5% | +50.5% |
| 5Y | +79.6% | +286.6% | -207.0% | +76.5% |
| All | +77.7% | +306.8% | -229.1% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling