+98.0%
ZETA vs SN
+141.7%
-43.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.8% |
| 7D | +18.1% | +1.5% | +16.6% | +17.3% |
| 30D | +13.6% | +21.5% | -7.9% | +4.7% |
| 3M | +23.7% | +20.0% | +3.7% | +14.1% |
| 6M | +128.5% | +119.9% | +8.6% | +63.5% |
| YTD | +80.1% | +102.3% | -22.2% | +31.1% |
| 1Y | +98.0% | +148.0% | -50.0% | +25.3% |
| All | +98.0% | +141.7% | -43.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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