+252.6%
ZETA vs SAN
+314.9%
-62.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | +2.7% | +1.8% | +0.9% | +1.7% |
| 30D | +15.8% | +2.0% | +13.8% | +14.6% |
| 3M | +35.4% | +19.7% | +15.7% | +22.6% |
| 6M | +67.1% | +30.6% | +36.5% | +43.4% |
| YTD | +54.1% | +28.8% | +25.2% | +32.1% |
| 1Y | +67.8% | +57.8% | +10.1% | +28.3% |
| 3Y | +311.4% | +338.1% | -26.7% | +75.6% |
| 5Y | +324.8% | +384.2% | -59.4% | +61.5% |
| All | +252.6% | +314.9% | -62.2% | +41.8% |
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 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