+252.6%
ZETA vs SGI
+88.0%
+164.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | +2.7% | +8.5% | -5.9% | -1.8% |
| 30D | +15.8% | +0.7% | +15.1% | +15.2% |
| 3M | +35.4% | +0.6% | +34.8% | +33.4% |
| 6M | +67.1% | -17.9% | +85.1% | +81.0% |
| YTD | +54.1% | -21.2% | +75.2% | +70.4% |
| 1Y | +67.8% | -18.9% | +86.7% | +81.8% |
| 3Y | +311.4% | +52.6% | +258.8% | +216.8% |
| 5Y | +324.8% | +60.7% | +264.1% | +152.7% |
| All | +252.6% | +88.0% | +164.7% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling