+297.3%
ZETA vs SBAC
-8.2%
+305.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +6.2% | +3.0% | +3.3% | +5.9% |
| 30D | -2.0% | +4.3% | -6.3% | -2.4% |
| 3M | +21.7% | +4.1% | +17.5% | +21.3% |
| 6M | +89.1% | -11.6% | +100.8% | +91.1% |
| YTD | +59.3% | +0.4% | +58.9% | +57.5% |
| 1Y | +66.2% | -1.1% | +67.3% | +64.9% |
| 3Y | +297.3% | -7.3% | +304.6% | +294.4% |
| All | +297.3% | -8.2% | +305.5% | +294.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling