+90.3%
ZETA vs SAN
+23.5%
+66.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +0.2% |
| 7D | -5.0% | +4.5% | -9.5% | -6.6% |
| 30D | -3.3% | -12.1% | +8.7% | +1.4% |
| 3M | +31.0% | -15.6% | +46.5% | +39.4% |
| 6M | +72.2% | +5.8% | +66.4% | +64.6% |
| YTD | +56.2% | +5.5% | +50.7% | +45.4% |
| 1Y | +90.3% | +23.6% | +66.7% | +41.3% |
| All | +90.3% | +23.5% | +66.8% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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