+312.3%
ZETA vs SBAC
-34.5%
+346.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +18.1% | +0.6% | +17.5% | +17.9% |
| 30D | +13.6% | +5.5% | +8.1% | +11.8% |
| 3M | +23.7% | +3.1% | +20.7% | +22.4% |
| 6M | +128.5% | -7.0% | +135.5% | +131.5% |
| YTD | +80.1% | +0.5% | +79.6% | +75.4% |
| 1Y | +98.0% | +0.2% | +97.8% | +92.9% |
| 3Y | +348.6% | -7.4% | +355.9% | +335.3% |
| 5Y | +286.6% | -39.7% | +326.3% | +357.8% |
| All | +312.3% | -34.5% | +346.7% | +423.3% |
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