+11.7%
SPGI vs ZETA
+232.9%
-221.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.6% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +18.4% | -8.0% | +26.4% | +19.4% |
| 3M | +15.7% | +21.4% | -5.7% | +12.9% |
| 6M | +17.3% | +80.1% | -62.8% | +8.8% |
| YTD | -4.7% | +52.5% | -57.2% | -10.6% |
| 1Y | +1.8% | +58.5% | -56.7% | -5.1% |
| 3Y | +31.7% | +281.7% | -250.0% | +2.9% |
| All | +11.7% | +232.9% | -221.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling