+2.1%
ZETA vs SARO
-21.9%
+24.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +10.5% | -14.5% | +25.0% | +19.3% |
| 3M | +44.3% | -5.3% | +49.6% | +47.2% |
| 6M | +59.4% | -15.3% | +74.7% | +70.5% |
| YTD | +49.5% | -15.6% | +65.0% | +60.0% |
| 1Y | +62.7% | -9.1% | +71.8% | +66.1% |
| All | +2.1% | -21.9% | +24.0% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling