+9.5%
SPGI vs ZETA
+329.5%
-320.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.1% |
| 7D | +0.1% | +2.7% | -2.5% | -0.1% |
| 30D | +8.4% | +15.8% | -7.4% | +6.6% |
| 3M | +11.8% | +35.4% | -23.6% | +7.7% |
| 6M | +5.7% | +67.1% | -61.4% | -0.9% |
| YTD | -9.7% | +54.1% | -63.7% | -15.0% |
| 1Y | -12.5% | +67.8% | -80.3% | -18.8% |
| 3Y | +21.8% | +311.4% | -289.6% | -4.1% |
| All | +9.5% | +329.5% | -320.0% | -19.2% |
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 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