+324.5%
ZETA vs SBAC
-34.6%
+359.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.8% |
| 7D | +18.8% | -2.8% | +21.5% | +19.6% |
| 30D | +12.6% | +3.1% | +9.5% | +11.5% |
| 3M | +29.5% | +5.1% | +24.3% | +27.4% |
| 6M | +128.6% | -11.4% | +140.0% | +134.8% |
| YTD | +85.5% | +0.2% | +85.3% | +80.8% |
| 1Y | +90.6% | -3.9% | +94.5% | +88.8% |
| 3Y | +358.0% | -7.7% | +365.7% | +344.9% |
| 5Y | +282.0% | -39.7% | +321.7% | +353.2% |
| All | +324.5% | -34.6% | +359.2% | +439.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling