+341.6%
ZETA vs SYY
+20.0%
+321.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -6.5% | +1.5% | -8.0% | -7.1% |
| 30D | +4.8% | -2.3% | +7.2% | +5.9% |
| 3M | +53.3% | +5.5% | +47.8% | +49.1% |
| 6M | +66.8% | -1.0% | +67.8% | +65.3% |
| YTD | +50.2% | +14.1% | +36.1% | +34.6% |
| 1Y | +62.0% | +5.6% | +56.5% | +52.1% |
| 3Y | +276.4% | +27.9% | +248.5% | +200.1% |
| 5Y | +341.6% | +22.7% | +318.9% | +292.7% |
| All | +341.6% | +20.0% | +321.6% | +292.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling