+72.9%
SPY vs ZETA
+244.2%
-171.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.5% | -1.3% |
| 7D | -0.6% | +13.2% | -13.8% | -2.0% |
| 30D | -3.7% | +6.0% | -9.7% | -4.4% |
| 3M | -2.7% | +27.3% | -30.1% | -5.6% |
| 6M | +2.2% | +104.6% | -102.4% | -6.8% |
| YTD | +10.8% | +72.3% | -61.5% | +2.3% |
| 1Y | +11.2% | +76.3% | -65.1% | +2.2% |
| 3Y | +76.5% | +325.6% | -249.1% | +34.1% |
| 5Y | +72.9% | +254.2% | -181.3% | +25.8% |
| All | +72.9% | +244.2% | -171.2% | +25.8% |
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