+294.5%
ZETA vs SAN
+253.4%
+41.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +7.8% |
| 7D | +13.2% | +10.8% | +2.5% | +7.3% |
| 30D | +6.0% | -5.7% | +11.7% | +9.0% |
| 3M | +27.3% | -13.4% | +40.8% | +36.1% |
| 6M | +104.6% | +3.5% | +101.1% | +98.0% |
| YTD | +72.3% | +9.7% | +62.6% | +59.4% |
| 1Y | +76.3% | +20.9% | +55.5% | +54.5% |
| 3Y | +325.6% | +254.3% | +71.3% | +102.8% |
| 5Y | +254.2% | +304.2% | -50.0% | +47.6% |
| All | +294.5% | +253.4% | +41.1% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling