+242.2%
ZETA vs SAN
+307.9%
-65.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -0.1% | -0.5% | +0.4% | +0.3% |
| 30D | +10.5% | -0.1% | +10.5% | +10.4% |
| 3M | +44.3% | +19.6% | +24.7% | +30.7% |
| 6M | +59.4% | +32.7% | +26.7% | +35.8% |
| YTD | +49.5% | +26.7% | +22.8% | +29.3% |
| 1Y | +62.7% | +51.6% | +11.0% | +27.2% |
| 3Y | +274.6% | +348.7% | -74.1% | +57.6% |
| 5Y | +349.3% | +378.7% | -29.4% | +72.2% |
| All | +242.2% | +307.9% | -65.8% | +38.8% |
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