+349.3%
ZETA vs SRE
+48.6%
+300.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.1% | +1.5% | -1.5% | -0.5% |
| 30D | +10.5% | +0.8% | +9.6% | +9.8% |
| 3M | +44.3% | -5.8% | +50.1% | +46.3% |
| 6M | +59.4% | -7.8% | +67.2% | +61.9% |
| YTD | +49.5% | -2.4% | +51.8% | +47.1% |
| 1Y | +62.7% | +8.9% | +53.8% | +51.6% |
| 3Y | +274.6% | +31.1% | +243.6% | +213.4% |
| 5Y | +349.3% | +48.6% | +300.7% | +286.3% |
| All | +349.3% | +48.6% | +300.8% | +286.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling