+93.0%
SPY vs ZETA
+318.9%
-225.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.3% | +0.5% |
| 7D | -0.9% | +18.8% | -19.7% | -2.7% |
| 30D | -2.4% | +12.6% | -15.0% | -3.7% |
| 3M | -1.2% | +29.5% | -30.6% | -4.0% |
| 6M | +3.3% | +128.6% | -125.3% | -6.1% |
| YTD | +12.3% | +85.5% | -73.2% | +3.5% |
| 1Y | +12.4% | +90.6% | -78.2% | +3.2% |
| 3Y | +78.8% | +358.0% | -279.2% | +39.9% |
| 5Y | +75.2% | +282.0% | -206.8% | +32.8% |
| All | +93.0% | +318.9% | -225.9% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling