+252.6%
ZETA vs SITM
+458.2%
-205.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.5% | -10.6% | -5.7% |
| 7D | +2.7% | +9.7% | -7.1% | +0.1% |
| 30D | +15.8% | +12.7% | +3.1% | +9.7% |
| 3M | +35.4% | -13.4% | +48.8% | +34.7% |
| 6M | +67.1% | +59.6% | +7.5% | +32.6% |
| YTD | +54.1% | +73.3% | -19.2% | +16.0% |
| 1Y | +67.8% | +165.5% | -97.7% | +7.5% |
| 3Y | +311.4% | +368.7% | -57.3% | +93.4% |
| 5Y | +324.8% | +172.5% | +152.3% | +114.9% |
| All | +252.6% | +458.2% | -205.6% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling