+22.6%
SPGI vs ZETA
+241.7%
-219.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | -2.5% | -2.4% | 0.0% | -2.2% |
| 30D | +5.4% | +15.6% | -10.2% | +3.8% |
| 3M | +9.0% | +41.5% | -32.5% | +4.7% |
| 6M | +0.8% | +63.4% | -62.7% | -5.1% |
| YTD | -12.6% | +51.3% | -63.9% | -17.3% |
| 1Y | -16.1% | +65.8% | -81.9% | -21.8% |
| 3Y | +19.0% | +279.2% | -260.2% | -3.8% |
| 5Y | +5.1% | +341.8% | -336.7% | -19.2% |
| All | +22.6% | +241.7% | -219.1% | -5.5% |
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