+77.6%
SO vs ZETA
+259.8%
-182.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.5% | -3.1% | +1.3% |
| 7D | -1.1% | +6.2% | -7.3% | -1.1% |
| 30D | +8.6% | -2.0% | +10.6% | +8.6% |
| 3M | +1.8% | +21.7% | -19.9% | +1.7% |
| 6M | +3.6% | +89.1% | -85.5% | +3.4% |
| YTD | +9.9% | +59.3% | -49.4% | +9.8% |
| 1Y | +5.7% | +66.2% | -60.5% | +5.5% |
| 3Y | +52.5% | +297.3% | -244.8% | +48.9% |
| 5Y | +77.3% | +227.5% | -150.2% | +74.2% |
| All | +77.6% | +259.8% | -182.2% | +76.1% |
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