+77.0%
SO vs ZETA
+232.9%
-155.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.1% |
| 7D | -1.5% | -0.4% | -1.0% | -1.5% |
| 30D | +8.1% | -8.0% | +16.1% | +8.1% |
| 3M | +0.2% | +21.4% | -21.2% | +0.1% |
| 6M | +0.4% | +80.1% | -79.7% | 0.0% |
| YTD | +8.5% | +52.5% | -44.0% | +8.2% |
| 1Y | +4.9% | +58.5% | -53.5% | +4.6% |
| 3Y | +47.9% | +281.7% | -233.8% | +42.9% |
| All | +77.0% | +232.9% | -155.9% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling