-24.8%
SOFI vs ZETA
+235.0%
-259.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.1% |
| 7D | -4.9% | -3.7% | -1.2% | -3.7% |
| 30D | -3.5% | +5.7% | -9.2% | -5.5% |
| 3M | +3.9% | +50.4% | -46.5% | -11.3% |
| 6M | -6.5% | +65.5% | -72.0% | -23.5% |
| YTD | -33.8% | +48.3% | -82.1% | -44.4% |
| 1Y | -33.3% | +45.4% | -78.7% | -44.0% |
| 3Y | +94.6% | +270.8% | -176.2% | -2.6% |
| 5Y | +13.3% | +336.1% | -322.9% | -49.5% |
| All | -24.8% | +235.0% | -259.7% | -69.4% |
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