+246.3%
ZETA vs SIRI
-49.1%
+295.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -2.4% | +4.3% | -6.7% | -3.4% |
| 30D | +15.6% | -2.8% | +18.4% | +16.1% |
| 3M | +41.5% | +5.9% | +35.6% | +39.9% |
| 6M | +63.4% | +31.9% | +31.5% | +54.4% |
| YTD | +51.3% | +48.7% | +2.6% | +39.1% |
| 1Y | +65.8% | +23.2% | +42.6% | +57.9% |
| 3Y | +279.2% | -23.9% | +303.1% | +280.1% |
| 5Y | +341.8% | -43.4% | +385.2% | +407.3% |
| All | +246.3% | -49.1% | +295.5% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling