+231.5%
ZETA vs SUI
-16.1%
+247.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.6% |
| 7D | -10.0% | +8.8% | -18.8% | -14.0% |
| 30D | -10.6% | +8.9% | -19.5% | -14.9% |
| 3M | +8.9% | +2.0% | +6.8% | +6.9% |
| 6M | +65.1% | -0.6% | +65.7% | +63.3% |
| YTD | +44.8% | +1.3% | +43.5% | +40.9% |
| 1Y | +47.8% | +1.3% | +46.5% | +43.8% |
| 3Y | +248.8% | +16.3% | +232.5% | +202.9% |
| 5Y | +220.3% | -25.1% | +245.4% | +281.1% |
| All | +231.5% | -16.1% | +247.6% | +297.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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