+239.5%
ZETA vs SU
+231.9%
+7.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +2.2% | -6.0% | -4.3% |
| 30D | +5.7% | +8.4% | -2.7% | +3.4% |
| 3M | +50.4% | +12.1% | +38.4% | +45.1% |
| 6M | +65.5% | +19.7% | +45.8% | +55.6% |
| YTD | +48.3% | +58.4% | -10.1% | +27.1% |
| 1Y | +45.4% | +67.2% | -21.9% | +22.4% |
| 3Y | +270.8% | +125.0% | +145.7% | +176.0% |
| 5Y | +336.1% | +355.1% | -18.9% | +138.7% |
| All | +239.5% | +231.9% | +7.6% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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