-21.8%
SOFI vs ZETA
+241.7%
-263.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +5.6% | -2.4% | +8.1% | +6.4% |
| 30D | -2.0% | +15.6% | -17.6% | -7.2% |
| 3M | +9.2% | +41.5% | -32.3% | -4.7% |
| 6M | -4.7% | +63.4% | -68.1% | -21.6% |
| YTD | -31.2% | +51.3% | -82.5% | -42.6% |
| 1Y | -30.6% | +65.8% | -96.4% | -44.4% |
| 3Y | +110.6% | +279.2% | -168.5% | +4.6% |
| 5Y | +16.4% | +341.8% | -325.3% | -48.4% |
| All | -21.8% | +241.7% | -263.5% | -68.4% |
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 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