+290.4%
ZETA vs SAN
+358.9%
-68.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | +2.7% | +1.8% | +0.9% | +1.8% |
| 30D | +15.8% | +2.0% | +13.8% | +14.7% |
| 3M | +35.4% | +19.7% | +15.7% | +24.2% |
| 6M | +67.1% | +30.6% | +36.5% | +46.1% |
| YTD | +54.1% | +28.8% | +25.2% | +34.7% |
| 1Y | +67.8% | +57.8% | +10.1% | +32.4% |
| All | +290.4% | +358.9% | -68.5% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling