-12.4%
SOUN vs ZETA
+173.0%
-185.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | -4.1% | -2.4% | -1.6% | -3.4% |
| 30D | -18.1% | +15.6% | -33.7% | -22.9% |
| 3M | -12.3% | +41.5% | -53.8% | -24.7% |
| 6M | -18.6% | +63.4% | -82.0% | -34.1% |
| YTD | -34.1% | +51.3% | -85.4% | -45.5% |
| 1Y | -57.0% | +65.8% | -122.8% | -66.0% |
| 3Y | +185.7% | +279.2% | -93.5% | +53.7% |
| All | -12.4% | +173.0% | -185.4% | -47.4% |
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