+95.2%
SPY vs ZETA
+247.9%
-152.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +2.0% | +35.4% | -33.4% | -1.6% |
| 6M | +13.0% | +67.1% | -54.1% | +6.0% |
| YTD | +13.5% | +54.1% | -40.5% | +6.9% |
| 1Y | +20.0% | +67.8% | -47.9% | +11.3% |
| 3Y | +77.2% | +311.4% | -234.2% | +40.1% |
| 5Y | +81.9% | +324.8% | -242.9% | +39.4% |
| All | +95.2% | +247.9% | -152.8% | +51.2% |
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