+341.6%
ZETA vs SIRI
-42.5%
+384.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -6.5% | -3.0% | -3.5% | -5.9% |
| 30D | +4.8% | +1.3% | +3.5% | +4.4% |
| 3M | +53.3% | +5.6% | +47.7% | +51.6% |
| 6M | +66.8% | +35.2% | +31.7% | +56.8% |
| YTD | +50.2% | +49.1% | +1.1% | +37.9% |
| 1Y | +62.0% | +26.8% | +35.3% | +53.4% |
| 3Y | +276.4% | -23.7% | +300.0% | +277.2% |
| 5Y | +341.6% | -41.8% | +383.5% | +423.2% |
| All | +341.6% | -42.5% | +384.1% | +423.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling