+98.0%
ZETA vs SBAC
-2.9%
+100.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.6% |
| 7D | +18.1% | +0.6% | +17.5% | +18.1% |
| 30D | +13.6% | +5.5% | +8.1% | +13.8% |
| 3M | +23.7% | +3.1% | +20.7% | +24.1% |
| 6M | +128.5% | -7.0% | +135.5% | +126.4% |
| YTD | +80.1% | +0.5% | +79.6% | +75.1% |
| 1Y | +98.0% | +0.2% | +97.8% | +93.5% |
| All | +98.0% | -2.9% | +100.9% | +93.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling