+449.8%
SOXL vs ZETA
+274.1%
+175.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.5% | -8.2% |
| 7D | +8.5% | -6.5% | +14.9% | +11.2% |
| 30D | -13.0% | +4.8% | -17.8% | -15.3% |
| 3M | -35.9% | +53.3% | -89.3% | -49.4% |
| 6M | +112.1% | +66.8% | +45.2% | +57.1% |
| YTD | +175.4% | +50.2% | +125.3% | +111.2% |
| 1Y | +304.9% | +62.0% | +242.8% | +199.8% |
| All | +449.8% | +274.1% | +175.8% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling