+257.5%
ZETA vs SW
-2.6%
+260.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.6% |
| 7D | -5.0% | +12.1% | -17.0% | -7.8% |
| 30D | -3.3% | +6.6% | -9.9% | -5.1% |
| 3M | +31.0% | -6.0% | +37.0% | +32.7% |
| 6M | +72.2% | +21.5% | +50.7% | +61.6% |
| YTD | +56.2% | +20.3% | +35.8% | +45.2% |
| 1Y | +90.3% | +28.1% | +62.2% | +73.8% |
| 3Y | +276.1% | +51.6% | +224.5% | +232.6% |
| 5Y | +254.7% | -0.1% | +254.8% | +227.2% |
| All | +257.5% | -2.6% | +260.1% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling