+76.3%
ZETA vs SFM
-38.0%
+114.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +8.2% |
| 7D | +13.2% | -6.9% | +20.1% | +13.3% |
| 30D | +6.0% | -25.0% | +31.0% | +6.3% |
| 3M | +27.3% | -42.7% | +70.1% | +26.4% |
| 6M | +104.6% | -41.0% | +145.6% | +101.6% |
| YTD | +72.3% | -38.7% | +111.0% | +67.2% |
| 1Y | +76.3% | -38.1% | +114.5% | +68.6% |
| All | +76.3% | -38.0% | +114.3% | +68.6% |
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