+247.9%
SOXX vs ZETA
+332.4%
-84.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.0% |
| 30D | -3.6% | +5.7% | -9.3% | -4.7% |
| 3M | -10.2% | +50.4% | -60.6% | -17.5% |
| 6M | +54.2% | +65.5% | -11.2% | +37.6% |
| YTD | +75.2% | +48.3% | +26.9% | +58.2% |
| 1Y | +107.5% | +45.4% | +62.1% | +86.7% |
| 3Y | +226.8% | +270.8% | -44.0% | +116.2% |
| All | +247.9% | +332.4% | -84.5% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling