+264.7%
ZETA vs SFM
+78.0%
+186.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.3% |
| 7D | +6.2% | -10.2% | +16.5% | +8.8% |
| 30D | -2.0% | -23.9% | +21.9% | +3.3% |
| 3M | +21.7% | -42.3% | +64.0% | +36.6% |
| 6M | +89.1% | -40.1% | +129.3% | +107.6% |
| YTD | +59.3% | -37.8% | +97.1% | +71.2% |
| 1Y | +66.2% | -37.1% | +103.3% | +77.6% |
| 3Y | +297.3% | +21.5% | +275.8% | +272.5% |
| 5Y | +227.5% | +103.8% | +123.7% | +201.9% |
| All | +264.7% | +78.0% | +186.7% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling