+67.8%
ZETA vs SITM
+174.8%
-106.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -4.1% |
| 7D | +2.7% | +9.7% | -7.1% | +2.6% |
| 30D | +15.8% | +12.7% | +3.1% | +15.6% |
| 3M | +35.4% | -13.4% | +48.8% | +36.8% |
| 6M | +67.1% | +59.6% | +7.5% | +52.6% |
| YTD | +54.1% | +73.3% | -19.2% | +37.2% |
| 1Y | +67.8% | +165.5% | -97.7% | +35.7% |
| All | +67.8% | +174.8% | -106.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling