+226.8%
SOXX vs ZETA
+269.4%
-42.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +1.4% | -3.7% | +5.1% | +1.9% |
| 30D | -3.6% | +5.7% | -9.3% | -4.5% |
| 3M | -10.2% | +50.4% | -60.6% | -16.2% |
| 6M | +54.2% | +65.5% | -11.2% | +40.5% |
| YTD | +75.2% | +48.3% | +26.9% | +61.3% |
| 1Y | +107.5% | +45.4% | +62.1% | +90.3% |
| 3Y | +226.8% | +270.8% | -44.0% | +124.7% |
| All | +226.8% | +269.4% | -42.6% | +124.7% |
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