+231.5%
ZETA vs SW
-4.1%
+235.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -6.9% |
| 7D | -10.0% | +4.7% | -14.6% | -11.0% |
| 30D | -10.6% | +5.0% | -15.6% | -11.8% |
| 3M | +8.9% | -7.3% | +16.2% | +10.7% |
| 6M | +65.1% | +15.0% | +50.1% | +57.4% |
| YTD | +44.8% | +18.5% | +26.3% | +35.2% |
| 1Y | +47.8% | +27.1% | +20.7% | +35.3% |
| 3Y | +248.8% | +49.3% | +199.4% | +209.7% |
| 5Y | +220.3% | -1.6% | +222.0% | +196.7% |
| All | +231.5% | -4.1% | +235.6% | +207.3% |
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