+20.0%
SPY vs ZETA
+68.7%
-48.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | +0.1% | +2.7% | -2.5% | -0.2% |
| 30D | +0.1% | +15.8% | -15.8% | -1.3% |
| 3M | +2.0% | +35.4% | -33.4% | -1.0% |
| 6M | +13.0% | +67.1% | -54.1% | +6.9% |
| YTD | +13.5% | +54.1% | -40.5% | +7.6% |
| 1Y | +20.0% | +67.8% | -47.9% | +13.3% |
| All | +20.0% | +68.7% | -48.8% | +13.3% |
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