+239.5%
ZETA vs SYY
+20.4%
+219.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -3.7% | +3.9% | -7.7% | -5.4% |
| 30D | +5.7% | -1.7% | +7.5% | +6.5% |
| 3M | +50.4% | +5.2% | +45.3% | +46.6% |
| 6M | +65.5% | -0.2% | +65.7% | +63.4% |
| YTD | +48.3% | +15.4% | +32.9% | +32.7% |
| 1Y | +45.4% | +5.6% | +39.8% | +36.9% |
| 3Y | +270.8% | +28.9% | +241.9% | +197.9% |
| 5Y | +336.1% | +24.1% | +312.1% | +269.9% |
| All | +239.5% | +20.4% | +219.1% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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