+252.6%
ZETA vs SRE
+42.1%
+210.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | +15.8% | -0.7% | +16.5% | +15.8% |
| 3M | +35.4% | -6.3% | +41.7% | +37.4% |
| 6M | +67.1% | -10.7% | +77.8% | +71.7% |
| YTD | +54.1% | -3.5% | +57.5% | +52.3% |
| 1Y | +67.8% | +5.3% | +62.5% | +59.1% |
| 3Y | +311.4% | +31.8% | +279.6% | +247.2% |
| 5Y | +324.8% | +47.4% | +277.4% | +272.2% |
| All | +252.6% | +42.1% | +210.5% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling