-100.0%
SOXS vs ZETA
+241.7%
-341.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -5.8% |
| 7D | -15.6% | -2.4% | -13.1% | -16.8% |
| 30D | +4.8% | +15.6% | -10.8% | +13.1% |
| 3M | -21.6% | +41.5% | -63.1% | -6.4% |
| 6M | -99.3% | +63.4% | -162.8% | -98.7% |
| YTD | -99.5% | +51.3% | -150.8% | -99.1% |
| 1Y | -99.8% | +65.8% | -165.6% | -99.5% |
| 3Y | -100.0% | +279.2% | -379.2% | -99.9% |
| 5Y | -100.0% | +341.8% | -441.7% | -100.0% |
| All | -100.0% | +241.7% | -341.7% | -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 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