+243.8%
ZETA vs SCHG
+106.5%
+137.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | -6.5% | -2.7% | -3.8% | -2.4% |
| 30D | +4.8% | -2.2% | +7.1% | +8.8% |
| 3M | +53.3% | +6.2% | +47.2% | +40.6% |
| 6M | +66.8% | +13.4% | +53.4% | +39.8% |
| YTD | +50.2% | +7.1% | +43.1% | +38.6% |
| 1Y | +62.0% | +12.5% | +49.5% | +40.5% |
| 3Y | +276.4% | +86.2% | +190.2% | +64.5% |
| 5Y | +341.6% | +83.9% | +257.7% | +99.6% |
| All | +243.8% | +106.5% | +137.3% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling