+341.8%
ZETA vs SBAC
-43.9%
+385.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | +15.6% | +3.2% | +12.3% | +14.6% |
| 3M | +41.5% | -5.1% | +46.5% | +43.2% |
| 6M | +63.4% | -2.1% | +65.5% | +61.9% |
| YTD | +51.3% | -0.5% | +51.8% | +48.0% |
| 1Y | +65.8% | +1.1% | +64.7% | +61.3% |
| 3Y | +279.2% | -7.4% | +286.6% | +267.3% |
| 5Y | +341.8% | -44.3% | +386.1% | +431.9% |
| All | +341.8% | -43.9% | +385.7% | +431.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling