+2.2%
SPGI vs ZETA
+88.1%
-86.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | -0.9% |
| 7D | -1.4% | +18.8% | -20.1% | -4.3% |
| 30D | +15.3% | +12.6% | +2.6% | +12.7% |
| 3M | +16.5% | +29.5% | -13.0% | +10.9% |
| 6M | +19.8% | +128.6% | -108.8% | +0.9% |
| YTD | -3.2% | +85.5% | -88.7% | -17.0% |
| All | +2.2% | +88.1% | -86.0% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling