+344.5%
ZETA vs SCHG
+84.3%
+260.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.6% |
| 7D | -3.7% | -1.0% | -2.7% | -2.2% |
| 30D | +5.7% | -1.3% | +7.0% | +8.1% |
| 3M | +50.4% | +5.4% | +45.0% | +39.2% |
| 6M | +65.5% | +14.4% | +51.0% | +36.3% |
| YTD | +48.3% | +8.0% | +40.3% | +34.8% |
| 1Y | +45.4% | +12.7% | +32.6% | +25.2% |
| 3Y | +270.8% | +85.6% | +185.2% | +59.9% |
| All | +344.5% | +84.3% | +260.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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