+34.6%
SPGI vs ZETA
+259.8%
-225.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | +0.2% |
| 7D | -0.9% | +6.2% | -7.1% | -1.5% |
| 30D | +15.5% | -2.0% | +17.5% | +15.6% |
| 3M | +15.7% | +21.7% | -6.0% | +13.0% |
| 6M | +19.1% | +89.1% | -70.1% | +10.5% |
| YTD | -4.1% | +59.3% | -63.4% | -9.9% |
| 1Y | +1.2% | +66.2% | -65.0% | -5.6% |
| 3Y | +31.6% | +297.3% | -265.7% | +5.8% |
| 5Y | +12.4% | +227.5% | -215.0% | -12.7% |
| All | +34.6% | +259.8% | -225.3% | +3.0% |
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