+12.6%
SOFI vs ZETA
+352.7%
-340.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -7.0% | -6.5% | -0.5% | -4.8% |
| 30D | -4.3% | +4.8% | -9.1% | -6.1% |
| 3M | +8.4% | +53.3% | -44.9% | -8.3% |
| 6M | -5.9% | +66.8% | -72.7% | -23.5% |
| YTD | -34.3% | +50.2% | -84.4% | -45.2% |
| 1Y | -32.6% | +62.0% | -94.6% | -45.8% |
| 3Y | +101.3% | +276.4% | -175.1% | -2.5% |
| 5Y | +12.6% | +341.6% | -329.1% | -51.3% |
| All | +12.6% | +352.7% | -340.2% | -51.3% |
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 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