+221.6%
SOXL vs ZETA
+235.0%
-13.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.5% | +5.9% |
| 7D | +3.9% | -3.7% | +7.6% | +5.7% |
| 30D | -14.3% | +5.7% | -20.0% | -17.4% |
| 3M | -45.6% | +50.4% | -96.1% | -58.6% |
| 6M | +117.2% | +65.5% | +51.7% | +52.7% |
| YTD | +189.8% | +48.3% | +141.5% | +111.9% |
| 1Y | +317.7% | +45.4% | +272.4% | +210.0% |
| 3Y | +478.6% | +270.8% | +207.9% | +96.4% |
| 5Y | +169.5% | +336.1% | -166.6% | -12.6% |
| All | +221.6% | +235.0% | -13.3% | +13.9% |
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 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