+11.1%
SYK vs ZETA
+239.2%
-228.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.0% |
| 7D | -12.3% | -6.5% | -5.8% | -11.9% |
| 30D | -22.4% | +4.8% | -27.3% | -22.8% |
| 3M | -12.3% | +53.3% | -65.7% | -15.4% |
| 6M | -24.3% | +66.8% | -91.1% | -27.8% |
| YTD | -22.8% | +50.2% | -72.9% | -26.0% |
| 1Y | -28.8% | +62.0% | -90.8% | -32.6% |
| 3Y | -4.0% | +276.4% | -280.3% | -21.6% |
| 5Y | +3.8% | +341.6% | -337.8% | -17.9% |
| All | +11.1% | +239.2% | -228.1% | -10.8% |
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