+324.5%
ZETA vs SGI
+68.1%
+256.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.5% | +8.1% | +7.8% |
| 7D | +18.8% | -10.5% | +29.2% | +24.9% |
| 30D | +12.6% | +0.1% | +12.5% | +11.4% |
| 3M | +29.5% | -4.0% | +33.4% | +30.1% |
| 6M | +128.6% | -5.6% | +134.2% | +128.3% |
| YTD | +85.5% | -29.5% | +115.0% | +114.4% |
| 1Y | +90.6% | -31.5% | +122.1% | +124.3% |
| 3Y | +358.0% | +71.6% | +286.4% | +232.1% |
| 5Y | +282.0% | +50.5% | +231.5% | +139.0% |
| All | +324.5% | +68.1% | +256.4% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling