-100.0%
SOXS vs ZETA
+235.0%
-335.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.3% | -6.2% |
| 7D | -4.7% | -3.7% | -1.0% | -6.7% |
| 30D | +7.7% | +5.7% | +2.0% | +11.0% |
| 3M | -10.2% | +50.4% | -60.6% | +10.4% |
| 6M | -99.2% | +65.5% | -164.7% | -98.5% |
| YTD | -99.5% | +48.3% | -147.8% | -99.1% |
| 1Y | -99.8% | +45.4% | -145.1% | -99.5% |
| 3Y | -100.0% | +270.8% | -370.7% | -99.9% |
| 5Y | -100.0% | +336.1% | -436.1% | -100.0% |
| All | -100.0% | +235.0% | -335.0% | -100.0% |
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