+33.6%
SPGI vs ZETA
+244.4%
-210.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.3% |
| 30D | +18.4% | -8.0% | +26.4% | +19.3% |
| 3M | +15.7% | +21.4% | -5.7% | +13.1% |
| 6M | +17.3% | +80.1% | -62.8% | +9.4% |
| YTD | -4.7% | +52.5% | -57.2% | -10.1% |
| 1Y | +1.8% | +58.5% | -56.7% | -4.5% |
| 3Y | +31.7% | +281.7% | -250.0% | +6.3% |
| 5Y | +12.1% | +237.3% | -225.2% | -12.7% |
| All | +33.6% | +244.4% | -210.8% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling