+242.2%
ZETA vs SU
+232.8%
+9.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -0.1% | +1.6% | -1.6% | -0.5% |
| 30D | +10.5% | +10.7% | -0.3% | +7.5% |
| 3M | +44.3% | +13.5% | +30.8% | +38.7% |
| 6M | +59.4% | +21.8% | +37.6% | +49.1% |
| YTD | +49.5% | +58.8% | -9.4% | +28.0% |
| 1Y | +62.7% | +72.0% | -9.4% | +35.7% |
| 3Y | +274.6% | +121.7% | +152.9% | +180.4% |
| 5Y | +349.3% | +350.4% | -1.1% | +147.0% |
| All | +242.2% | +232.8% | +9.4% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling