+281.7%
ZETA vs SAN
+235.5%
+46.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.3% |
| 7D | -0.4% | +4.9% | -5.4% | -2.7% |
| 30D | -8.0% | -13.0% | +5.0% | -2.3% |
| 3M | +21.4% | -18.9% | +40.3% | +32.6% |
| 6M | +80.1% | -4.1% | +84.2% | +80.9% |
| YTD | +52.5% | +2.6% | +49.9% | +46.4% |
| 1Y | +58.5% | +16.9% | +41.5% | +42.0% |
| 3Y | +281.7% | +239.1% | +42.6% | +127.4% |
| All | +281.7% | +235.5% | +46.2% | +127.4% |
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