+78.0%
SPYM vs ZETA
+348.6%
-270.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +2.6% | +18.1% | -15.6% | +0.9% |
| 30D | -2.0% | +13.6% | -15.6% | -3.3% |
| 3M | -2.8% | +23.7% | -26.5% | -4.9% |
| 6M | +2.2% | +128.5% | -126.3% | -6.3% |
| YTD | +11.5% | +80.1% | -68.6% | +3.9% |
| 1Y | +13.5% | +98.0% | -84.5% | +4.7% |
| 3Y | +78.0% | +348.6% | -270.6% | +40.3% |
| All | +78.0% | +348.6% | -270.6% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling