+279.2%
ZETA vs SGI
+59.4%
+219.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.5% |
| 7D | -2.4% | +9.3% | -11.7% | -7.2% |
| 30D | +15.6% | +6.9% | +8.7% | +11.3% |
| 3M | +41.5% | +2.8% | +38.7% | +37.3% |
| 6M | +63.4% | -12.6% | +76.0% | +71.9% |
| YTD | +51.3% | -21.5% | +72.8% | +70.0% |
| 1Y | +65.8% | -18.8% | +84.6% | +81.5% |
| 3Y | +279.2% | +60.8% | +218.4% | +180.8% |
| All | +279.2% | +59.4% | +219.8% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling