+67.3%
SO vs ZETA
+247.9%
-180.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.7% |
| 7D | -0.2% | +2.7% | -2.8% | -0.2% |
| 30D | -4.6% | +15.8% | -20.4% | -4.6% |
| 3M | -3.0% | +35.4% | -38.5% | -3.1% |
| 6M | -8.3% | +67.1% | -75.4% | -8.4% |
| YTD | +3.5% | +54.1% | -50.5% | +3.4% |
| 1Y | -0.9% | +67.8% | -68.8% | -1.2% |
| 3Y | +45.4% | +311.4% | -266.1% | +41.8% |
| 5Y | +59.6% | +324.8% | -265.2% | +57.8% |
| All | +67.3% | +247.9% | -180.7% | +65.9% |
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