+312.3%
ZETA vs SFM
+86.9%
+225.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | +18.1% | +6.0% | +12.1% | +16.5% |
| 30D | +13.6% | -19.5% | +33.0% | +18.2% |
| 3M | +23.7% | -37.0% | +60.8% | +36.1% |
| 6M | +128.5% | -41.0% | +169.5% | +152.8% |
| YTD | +80.1% | -34.6% | +114.7% | +91.4% |
| 1Y | +98.0% | -36.3% | +134.3% | +111.6% |
| 3Y | +348.6% | +24.5% | +324.1% | +318.5% |
| 5Y | +286.6% | +115.9% | +170.7% | +252.7% |
| All | +312.3% | +86.9% | +225.4% | +255.8% |
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