+349.3%
ZETA vs SGI
+56.1%
+293.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +10.5% | +5.5% | +4.9% | +7.0% |
| 3M | +44.3% | -3.6% | +47.9% | +45.6% |
| 6M | +59.4% | -15.0% | +74.5% | +70.0% |
| YTD | +49.5% | -23.0% | +72.5% | +68.5% |
| 1Y | +62.7% | -18.4% | +81.1% | +76.1% |
| 3Y | +274.6% | +57.8% | +216.9% | +175.7% |
| 5Y | +349.3% | +51.5% | +297.9% | +154.8% |
| All | +349.3% | +56.1% | +293.2% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling