+239.5%
ZETA vs SIRI
-48.5%
+288.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +5.7% | +2.5% | +3.2% | +5.0% |
| 3M | +50.4% | +6.6% | +43.8% | +48.5% |
| 6M | +65.5% | +32.9% | +32.6% | +56.1% |
| YTD | +48.3% | +50.5% | -2.2% | +36.0% |
| 1Y | +45.4% | +28.0% | +17.4% | +37.4% |
| 3Y | +270.8% | -22.4% | +293.2% | +270.3% |
| 5Y | +336.1% | -41.3% | +377.4% | +398.9% |
| All | +239.5% | -48.5% | +288.0% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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