-16.5%
SOUN vs ZETA
+167.6%
-184.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -7.1% | -3.7% | -3.4% | -5.8% |
| 30D | -15.4% | +5.7% | -21.1% | -17.4% |
| 3M | -10.6% | +50.4% | -61.0% | -25.1% |
| 6M | -19.6% | +65.5% | -85.1% | -35.2% |
| YTD | -37.2% | +48.3% | -85.5% | -47.7% |
| 1Y | -57.1% | +45.4% | -102.4% | -64.3% |
| 3Y | +178.2% | +270.8% | -92.5% | +51.0% |
| All | -16.5% | +167.6% | -184.1% | -49.5% |
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