+98.0%
ZETA vs SFM
-36.8%
+134.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +18.1% | +6.0% | +12.1% | +18.1% |
| 30D | +13.6% | -19.5% | +33.0% | +13.7% |
| 3M | +23.7% | -37.0% | +60.8% | +22.2% |
| 6M | +128.5% | -41.0% | +169.5% | +125.4% |
| YTD | +80.1% | -34.6% | +114.7% | +72.8% |
| 1Y | +98.0% | -36.3% | +134.3% | +90.3% |
| All | +98.0% | -36.8% | +134.8% | +90.3% |
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