+52.5%
SOXX vs ZETA
+84.8%
-32.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.8% | -3.4% |
| 7D | -13.7% | -5.0% | -8.7% | -13.3% |
| 30D | -23.6% | -3.3% | -20.3% | -23.3% |
| 3M | -16.9% | +31.0% | -47.9% | -18.8% |
| 6M | -2.4% | +72.2% | -74.6% | -7.6% |
| YTD | +49.8% | +56.2% | -6.3% | +42.5% |
| 1Y | +52.5% | +90.3% | -37.8% | +37.1% |
| All | +52.5% | +84.8% | -32.2% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling