+78.9%
SPYM vs ZETA
+281.1%
-202.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | -0.9% | +15.6% | -16.5% | -2.4% |
| 3M | +3.9% | +41.5% | -37.6% | +0.1% |
| 6M | +14.5% | +63.4% | -48.9% | +8.3% |
| YTD | +13.0% | +51.3% | -38.3% | +7.1% |
| 1Y | +19.4% | +65.8% | -46.4% | +11.6% |
| 3Y | +78.9% | +279.2% | -200.3% | +40.8% |
| All | +78.9% | +281.1% | -202.2% | +40.8% |
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 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