+93.2%
SPY vs ZETA
+237.6%
-144.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.4% | +10.5% | -11.8% | -2.5% |
| 3M | +3.7% | +44.3% | -40.6% | -0.6% |
| 6M | +13.0% | +59.4% | -46.4% | +6.5% |
| YTD | +12.4% | +49.5% | -37.1% | +6.2% |
| 1Y | +18.5% | +62.7% | -44.1% | +10.3% |
| 3Y | +77.6% | +274.6% | -197.0% | +41.9% |
| 5Y | +81.7% | +349.3% | -267.7% | +39.7% |
| All | +93.2% | +237.6% | -144.4% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling