+90.3%
ZETA vs SONY
-6.4%
+96.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.5% |
| 7D | -5.0% | +2.9% | -7.9% | -6.4% |
| 30D | -3.3% | +10.2% | -13.6% | -8.5% |
| 3M | +31.0% | +16.1% | +14.9% | +20.4% |
| 6M | +72.2% | +32.1% | +40.0% | +46.4% |
| YTD | +56.2% | +1.4% | +54.8% | +59.7% |
| 1Y | +90.3% | -7.0% | +97.3% | +111.0% |
| All | +90.3% | -6.4% | +96.7% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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