+249.0%
ZETA vs SW
-5.0%
+254.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.5% |
| 7D | -0.4% | +2.3% | -2.8% | -1.0% |
| 30D | -8.0% | +6.8% | -14.8% | -9.7% |
| 3M | +21.4% | -5.2% | +26.6% | +22.7% |
| 6M | +80.1% | +7.4% | +72.7% | +74.9% |
| YTD | +52.5% | +17.4% | +35.1% | +42.7% |
| 1Y | +58.5% | +27.1% | +31.4% | +45.1% |
| 3Y | +281.7% | +47.9% | +233.8% | +239.7% |
| 5Y | +237.3% | -2.6% | +239.8% | +213.1% |
| All | +249.0% | -5.0% | +254.1% | +224.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling