+347.2%
ZETA vs SW
-2.3%
+349.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.4% |
| 7D | +2.7% | -5.1% | +7.7% | +4.0% |
| 30D | +15.8% | -4.6% | +20.4% | +17.3% |
| 3M | +35.4% | +9.4% | +26.0% | +31.2% |
| 6M | +67.1% | +3.5% | +63.6% | +63.3% |
| YTD | +54.1% | +22.0% | +32.0% | +42.5% |
| 1Y | +67.8% | +2.2% | +65.6% | +63.0% |
| 3Y | +311.4% | +19.6% | +291.8% | +278.9% |
| All | +347.2% | -2.3% | +349.6% | +334.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling