-23.8%
SPOT vs ZETA
+60.9%
-84.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -3.1% | -3.7% | +0.7% | -2.5% |
| 30D | +7.4% | +5.7% | +1.7% | +6.2% |
| 3M | +8.2% | +50.4% | -42.3% | +0.2% |
| 6M | +2.2% | +65.5% | -63.2% | -8.1% |
| YTD | -9.5% | +48.3% | -57.8% | -19.0% |
| 1Y | -23.8% | +45.4% | -69.2% | -30.7% |
| All | -23.8% | +60.9% | -84.7% | -30.7% |
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 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