+272.7%
SOXX vs ZETA
+239.2%
+33.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +3.0% | -6.5% | +9.5% | +4.2% |
| 30D | -3.1% | +4.8% | -8.0% | -4.1% |
| 3M | -4.4% | +53.3% | -57.7% | -12.2% |
| 6M | +52.9% | +66.8% | -13.9% | +36.8% |
| YTD | +72.0% | +50.2% | +21.8% | +55.6% |
| 1Y | +105.1% | +62.0% | +43.1% | +81.4% |
| 3Y | +220.6% | +276.4% | -55.7% | +117.0% |
| 5Y | +244.8% | +341.6% | -96.8% | +118.2% |
| All | +272.7% | +239.2% | +33.5% | +143.0% |
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