-100.0%
SOXS vs ZETA
+274.1%
-374.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.5% | +7.6% | +8.3% |
| 7D | -9.4% | -6.5% | -2.9% | -12.3% |
| 30D | +6.2% | +4.8% | +1.3% | +8.6% |
| 3M | -28.0% | +53.3% | -81.4% | -13.0% |
| 6M | -99.2% | +66.8% | -166.0% | -98.5% |
| YTD | -99.5% | +50.2% | -149.7% | -99.1% |
| 1Y | -99.7% | +62.0% | -161.8% | -99.5% |
| All | -100.0% | +274.1% | -374.0% | -99.9% |
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 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