+55.9%
SOXL vs ZETA
+84.8%
-28.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -9.6% |
| 7D | -37.9% | -5.0% | -32.9% | -36.8% |
| 30D | -59.4% | -3.3% | -56.1% | -58.7% |
| 3M | -52.3% | +31.0% | -83.3% | -55.4% |
| 6M | -47.7% | +72.2% | -119.8% | -56.1% |
| YTD | +58.8% | +56.2% | +2.6% | +36.3% |
| 1Y | +55.9% | +90.3% | -34.4% | +14.9% |
| All | +55.9% | +84.8% | -28.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling