+243.8%
ZETA vs SNY
-0.9%
+244.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.5% | -3.6% | -2.9% | -5.8% |
| 30D | +4.8% | -1.9% | +6.8% | +5.2% |
| 3M | +53.3% | -2.0% | +55.3% | +54.0% |
| 6M | +66.8% | +2.5% | +64.3% | +65.9% |
| YTD | +50.2% | -7.0% | +57.1% | +52.0% |
| 1Y | +62.0% | -4.4% | +66.4% | +63.0% |
| 3Y | +276.4% | -8.4% | +284.8% | +276.2% |
| 5Y | +341.6% | +9.5% | +332.1% | +323.2% |
| All | +243.8% | -0.9% | +244.7% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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