+243.8%
ZETA vs SRE
+42.1%
+201.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.8% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | +4.8% | -1.7% | +6.6% | +5.1% |
| 3M | +53.3% | -7.1% | +60.4% | +56.1% |
| 6M | +66.8% | -8.4% | +75.2% | +69.5% |
| YTD | +50.2% | -3.5% | +53.7% | +48.4% |
| 1Y | +62.0% | +5.4% | +56.6% | +53.5% |
| 3Y | +276.4% | +29.5% | +246.8% | +219.7% |
| 5Y | +341.6% | +48.3% | +293.3% | +287.8% |
| All | +243.8% | +42.1% | +201.7% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling