+33.8%
SPGI vs ZETA
+313.7%
-279.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.3% |
| 7D | -0.8% | +26.5% | -27.3% | -3.3% |
| 30D | +14.3% | +10.3% | +4.0% | +12.9% |
| 3M | +14.5% | +30.5% | -16.0% | +11.0% |
| 6M | +17.3% | +129.4% | -112.1% | +6.7% |
| YTD | -4.6% | +83.1% | -87.7% | -11.7% |
| 1Y | +0.8% | +82.1% | -81.3% | -6.9% |
| 3Y | +28.8% | +352.3% | -323.5% | +2.1% |
| 5Y | +14.0% | +293.1% | -279.2% | -12.9% |
| All | +33.8% | +313.7% | -279.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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