+297.5%
ZETA vs SN
+671.3%
-373.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.6% |
| 7D | +18.1% | +1.5% | +16.6% | +17.4% |
| 30D | +13.6% | +21.5% | -7.9% | +6.3% |
| 3M | +23.7% | +20.0% | +3.7% | +15.8% |
| 6M | +128.5% | +119.9% | +8.6% | +74.6% |
| YTD | +80.1% | +102.3% | -22.2% | +40.5% |
| 1Y | +98.0% | +148.0% | -50.0% | +44.7% |
| 3Y | +348.6% | +450.0% | -101.4% | +228.4% |
| All | +297.5% | +671.3% | -373.8% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling