+67.7%
SO vs ZETA
+237.6%
-169.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.5% | +10.5% | -12.9% | -2.5% |
| 3M | -4.2% | +44.3% | -48.5% | -4.3% |
| 6M | -7.7% | +59.4% | -67.1% | -7.8% |
| YTD | +3.8% | +49.5% | -45.7% | +3.6% |
| 1Y | +0.1% | +62.7% | -62.6% | -0.2% |
| 3Y | +44.2% | +274.6% | -230.4% | +40.8% |
| 5Y | +57.9% | +349.3% | -291.5% | +56.3% |
| All | +67.7% | +237.6% | -169.9% | +66.3% |
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