+242.2%
ZETA vs SFM
+162.4%
+79.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.2% |
| 7D | -0.1% | -7.2% | +7.1% | +1.7% |
| 30D | +10.5% | -14.3% | +24.8% | +14.2% |
| 3M | +44.3% | -13.7% | +58.0% | +48.1% |
| 6M | +59.4% | -6.0% | +65.5% | +57.7% |
| YTD | +49.5% | -8.2% | +57.7% | +48.3% |
| 1Y | +62.7% | -46.2% | +108.9% | +89.2% |
| 3Y | +274.6% | +83.6% | +191.1% | +221.9% |
| 5Y | +349.3% | +212.7% | +136.6% | +286.2% |
| All | +242.2% | +162.4% | +79.8% | +175.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling