+312.3%
ZETA vs SAN
+243.5%
+68.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -2.0% |
| 7D | +18.1% | +4.0% | +14.1% | +15.7% |
| 30D | +13.6% | -7.8% | +21.4% | +18.0% |
| 3M | +23.7% | -16.4% | +40.1% | +34.6% |
| 6M | +128.5% | +3.5% | +125.0% | +120.9% |
| YTD | +80.1% | +6.7% | +73.4% | +69.0% |
| 1Y | +98.0% | +14.5% | +83.5% | +78.4% |
| 3Y | +348.6% | +243.5% | +105.1% | +117.1% |
| 5Y | +286.6% | +296.2% | -9.6% | +62.6% |
| All | +312.3% | +243.5% | +68.8% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling