+252.6%
ZETA vs SFM
+192.2%
+60.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -6.9% | -4.8% |
| 7D | +2.7% | -0.1% | +2.7% | +2.6% |
| 30D | +15.8% | -4.4% | +20.2% | +16.6% |
| 3M | +35.4% | +1.5% | +33.9% | +33.3% |
| 6M | +67.1% | +6.5% | +60.6% | +60.1% |
| YTD | +54.1% | +2.2% | +51.9% | +48.9% |
| 1Y | +67.8% | -41.9% | +109.7% | +92.2% |
| 3Y | +311.4% | +106.8% | +204.7% | +243.4% |
| 5Y | +324.8% | +231.6% | +93.2% | +258.1% |
| All | +252.6% | +192.2% | +60.5% | +176.8% |
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 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