+341.6%
ZETA vs SITM
+176.0%
+165.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -6.5% | +4.8% | -11.3% | -7.8% |
| 30D | +4.8% | -9.7% | +14.6% | +7.0% |
| 3M | +53.3% | -9.3% | +62.7% | +50.6% |
| 6M | +66.8% | +69.5% | -2.7% | +28.3% |
| YTD | +50.2% | +70.5% | -20.4% | +11.5% |
| 1Y | +62.0% | +145.3% | -83.2% | +3.6% |
| 3Y | +276.4% | +432.8% | -156.4% | +58.2% |
| 5Y | +341.6% | +174.0% | +167.6% | +90.0% |
| All | +341.6% | +176.0% | +165.6% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling