+90.3%
ZETA vs SW
+29.5%
+60.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.0% |
| 7D | -5.0% | +12.1% | -17.0% | -6.6% |
| 30D | -3.3% | +6.6% | -9.9% | -4.3% |
| 3M | +31.0% | -6.0% | +37.0% | +32.3% |
| 6M | +72.2% | +21.5% | +50.7% | +66.1% |
| YTD | +56.2% | +20.3% | +35.8% | +42.2% |
| 1Y | +90.3% | +28.1% | +62.2% | +68.0% |
| All | +90.3% | +29.5% | +60.8% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling