+279.2%
ZETA vs SFM
+96.9%
+182.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -0.2% |
| 7D | -2.4% | -5.8% | +3.4% | -1.1% |
| 30D | +15.6% | -11.4% | +26.9% | +18.5% |
| 3M | +41.5% | -12.2% | +53.7% | +44.6% |
| 6M | +63.4% | -5.2% | +68.6% | +61.0% |
| YTD | +51.3% | -4.5% | +55.8% | +48.0% |
| 1Y | +65.8% | -45.4% | +111.2% | +102.4% |
| 3Y | +279.2% | +91.1% | +188.1% | +249.0% |
| All | +279.2% | +96.9% | +182.3% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling