+90.3%
ZETA vs SARO
-7.8%
+98.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | -5.0% | +15.8% | -20.8% | -8.9% |
| 30D | -3.3% | +22.2% | -25.5% | -9.0% |
| 3M | +31.0% | -16.2% | +47.2% | +39.6% |
| 6M | +72.2% | +4.6% | +67.6% | +66.6% |
| YTD | +56.2% | -10.4% | +66.5% | +64.6% |
| 1Y | +90.3% | -6.5% | +96.8% | +95.1% |
| All | +90.3% | -7.8% | +98.1% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling