+239.5%
ZETA vs SITM
+479.7%
-240.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -2.7% |
| 7D | -3.7% | +3.9% | -7.6% | -4.7% |
| 30D | +5.7% | -6.6% | +12.3% | +6.8% |
| 3M | +50.4% | -11.9% | +62.3% | +49.4% |
| 6M | +65.5% | +81.1% | -15.7% | +26.9% |
| YTD | +48.3% | +80.0% | -31.7% | +10.5% |
| 1Y | +45.4% | +145.8% | -100.5% | -4.3% |
| 3Y | +270.8% | +475.9% | -205.1% | +62.7% |
| 5Y | +336.1% | +189.2% | +146.9% | +118.3% |
| All | +239.5% | +479.7% | -240.2% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling