+232.3%
SOXL vs ZETA
+237.6%
-5.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | +18.4% | -0.1% | +18.4% | +17.8% |
| 30D | -3.2% | +10.5% | -13.6% | -8.8% |
| 3M | -37.6% | +44.3% | -81.9% | -51.2% |
| 6M | +136.1% | +59.4% | +76.6% | +69.4% |
| YTD | +199.5% | +49.5% | +150.0% | +118.2% |
| 1Y | +363.2% | +62.7% | +300.6% | +222.6% |
| 3Y | +496.5% | +274.6% | +221.8% | +101.4% |
| 5Y | +184.8% | +349.3% | -164.5% | -8.0% |
| All | +232.3% | +237.6% | -5.3% | +17.3% |
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