+90.3%
ZETA vs SFM
-35.8%
+126.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.8% |
| 7D | -5.0% | -12.3% | +7.3% | -5.0% |
| 30D | -3.3% | -16.2% | +12.9% | -3.6% |
| 3M | +31.0% | -36.8% | +67.8% | +27.5% |
| 6M | +72.2% | -32.6% | +104.7% | +67.1% |
| YTD | +56.2% | -31.7% | +87.9% | +47.5% |
| 1Y | +90.3% | -35.0% | +125.3% | +76.7% |
| All | +90.3% | -35.8% | +126.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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