+81.8%
SPY vs ZETA
+343.0%
-261.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.4% |
| 7D | +0.5% | -2.4% | +3.0% | +0.8% |
| 30D | -0.9% | +15.6% | -16.5% | -2.6% |
| 3M | +3.9% | +41.5% | -37.6% | -0.4% |
| 6M | +14.5% | +63.4% | -48.9% | +7.4% |
| YTD | +12.9% | +51.3% | -38.4% | +6.3% |
| 1Y | +19.4% | +65.8% | -46.4% | +10.5% |
| 3Y | +78.5% | +279.2% | -200.7% | +40.2% |
| 5Y | +81.8% | +341.8% | -260.0% | +35.6% |
| All | +81.8% | +343.0% | -261.3% | +35.6% |
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